Algorithmic Trading Model for Exponential Moving Average Crossover Grid Search

Task 1. Prepare Environment

In [1]:
import os
import sys
import numpy as np
import pandas as pd
import requests
import json
import matplotlib.pyplot as plt
from datetime import datetime, timedelta
In [2]:
stock_symbol = 'BKNG'
initial_capital = 0

# Specify the parameters for the trading strategy
fast_ma_min = 5
fast_ma_max = 20
slow_ma_min = 10
slow_ma_max = 50
ma_increment = 5
min_ma_gap = 5

model_start_date = datetime(2019, 1, 1)
print("Starting date for the model:", model_start_date)
stock_start_date = model_start_date - timedelta(days=int(slow_ma_max*1.5)) # Need more pricing data to calculate moving averages

model_end_date = datetime.now()
# model_end_date = datetime(2020, 6, 30)
print("Ending date for the model:", model_end_date)
Starting date for the model: 2019-01-01 00:00:00
Ending date for the model: 2020-07-01 22:42:09.981284
In [3]:
# Begin the timer for the script processing
startTimeScript = datetime.now()

# Set up the verbose flag to print detailed messages for debugging (setting True will activate!)
verbose = True

# Set up the sendNotification flag to send progress emails (setting True will send emails!)
notifyStatus = False

# Set up the parent directory location for loading the dotenv files
useColab = False
if useColab:
    # Mount Google Drive locally for storing files
    from dotenv import load_dotenv
    from google.colab import drive
    drive.mount('/content/gdrive')
    gdrivePrefix = '/content/gdrive/My Drive/Colab_Downloads/'
    env_path = '/content/gdrive/My Drive/Colab Notebooks/'
    dotenv_path = env_path + "python_script.env"
    load_dotenv(dotenv_path=dotenv_path)

# Set up the dotenv file for retrieving environment variables
useLocalPC = False
if useLocalPC:
    from dotenv import load_dotenv
    env_path = "/Users/david/PycharmProjects/"
    dotenv_path = env_path + "python_script.env"
    load_dotenv(dotenv_path=dotenv_path)

# Configure the plotting style
plt.style.use('seaborn')

# Set Pandas options
pd.set_option("display.max_rows", None)
pd.set_option("display.max_columns", None)
# pd.set_option("display.width", 140)

Task 2. Acquire and Pre-Process Data

In [4]:
# Check and see whether the API key is available
quandl_key = os.environ.get('QUANDL_API')
if quandl_key is None: sys.exit("API key for Quandl not available. Script Processing Aborted!!!")
In [5]:
start_date_string = stock_start_date.strftime('%Y-%m-%d')
end_date_string = model_end_date.strftime('%Y-%m-%d')

quandl_url = "https://www.quandl.com/api/v3/datatables/SHARADAR/SEP.json?date.gte=%s&date.lte=%s&ticker=%s&api_key=%s" % (start_date_string, end_date_string, stock_symbol, quandl_key)
In [6]:
response = requests.get(quandl_url)
quandl_dict = json.loads(response.text)
stock_quandl = pd.DataFrame(quandl_dict['datatable']['data'])
print(len(stock_quandl), 'data points retrieved from the API call.')
428 data points retrieved from the API call.
In [7]:
stock_quandl.columns = ['ticker', 'date', 'open', 'high', 'low', 'close', 'volume', 'dividend', 'closeunadj', 'lastupdated']
# stock_quandl.set_index('date', inplace=True)
stock_quandl.index = pd.to_datetime(stock_quandl.date)
stock_quandl = stock_quandl.sort_index(ascending = True)
stock_quandl.info(verbose=True)
<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 428 entries, 2018-10-18 to 2020-07-01
Data columns (total 10 columns):
 #   Column       Non-Null Count  Dtype  
---  ------       --------------  -----  
 0   ticker       428 non-null    object 
 1   date         428 non-null    object 
 2   open         428 non-null    float64
 3   high         428 non-null    float64
 4   low          428 non-null    float64
 5   close        428 non-null    float64
 6   volume       428 non-null    float64
 7   dividend     428 non-null    float64
 8   closeunadj   428 non-null    float64
 9   lastupdated  428 non-null    object 
dtypes: float64(7), object(3)
memory usage: 36.8+ KB
In [8]:
stock_quandl.head()
Out[8]:
ticker date open high low close volume dividend closeunadj lastupdated
date
2018-10-18 BKNG 2018-10-18 1853.11 1859.00 1808.09 1811.71 351828.0 0.0 1811.71 2020-05-01
2018-10-19 BKNG 2018-10-19 1817.29 1836.02 1796.00 1805.74 262100.0 0.0 1805.74 2020-05-01
2018-10-22 BKNG 2018-10-22 1810.88 1851.12 1807.37 1827.29 269238.0 0.0 1827.29 2020-05-01
2018-10-23 BKNG 2018-10-23 1787.04 1841.52 1785.67 1830.00 402802.0 0.0 1830.00 2018-10-23
2018-10-24 BKNG 2018-10-24 1828.21 1847.21 1745.63 1753.58 533508.0 0.0 1753.58 2020-05-01
In [9]:
stock_quandl.tail()
Out[9]:
ticker date open high low close volume dividend closeunadj lastupdated
date
2020-06-25 BKNG 2020-06-25 1585.81 1623.97 1561.72 1615.39 498591.0 0.0 1615.39 2020-06-25
2020-06-26 BKNG 2020-06-26 1597.30 1611.71 1532.83 1541.25 601775.0 0.0 1541.25 2020-06-26
2020-06-29 BKNG 2020-06-29 1567.77 1595.30 1540.48 1593.22 358850.0 0.0 1593.22 2020-06-29
2020-06-30 BKNG 2020-06-30 1583.90 1603.24 1566.42 1592.34 291864.0 0.0 1592.34 2020-06-30
2020-07-01 BKNG 2020-07-01 1606.05 1670.00 1601.14 1658.79 537580.0 0.0 1658.79 2020-07-01
In [10]:
title_string = 'Quandl Historical Stock Information for ' + stock_symbol
stock_quandl['close'].plot(figsize=(16,9), title=title_string)
plt.show()

Task 3. Develop Strategy and Train Model

3.a) Set up the Dataframe for the Trading Model

In [11]:
# Set up the standard column name for modeling
model_template = stock_quandl.loc[:, ['open','close']]
model_template.rename(columns={'open': 'open_price', 'close': 'close_price'}, inplace=True)
if verbose: model_template.info(verbose=True)
<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 428 entries, 2018-10-18 to 2020-07-01
Data columns (total 2 columns):
 #   Column       Non-Null Count  Dtype  
---  ------       --------------  -----  
 0   open_price   428 non-null    float64
 1   close_price  428 non-null    float64
dtypes: float64(2)
memory usage: 10.0 KB

3.b) Set up the Analysis Table with Indicators

In [12]:
def trading_ma_crossover(model):
    waitfor_first_entry = True
    for x in range(len(model)):
        if model['ma_change'].iloc[x] > 0:
            model['trade_signal'].iloc[x] = 1  # trade_signal = 1 means we should take a long position
        else:
            model['trade_signal'].iloc[x] = 0  # trade_signal = 0 means we should take a flat position
        if x != 0:
            model['signal_change'].iloc[x] = model['trade_signal'].iloc[x] - model['trade_signal'].iloc[x-1]
            if waitfor_first_entry and (model['signal_change'].iloc[x-1] == 1):
                model['entry_exit'].iloc[x] = model['signal_change'].iloc[x-1]
                waitfor_first_entry = False
            elif (not waitfor_first_entry) and (model['signal_change'].iloc[x-1] != 0):
                model['entry_exit'].iloc[x] = model['signal_change'].iloc[x-1]
In [13]:
model_collection = {}
serial_number = 1

for slow_ma in range(slow_ma_min, slow_ma_max+1, ma_increment):
    for fast_ma in range(fast_ma_min, fast_ma_max+1, ma_increment):
        if (slow_ma - fast_ma) < min_ma_gap: break
        print('Processing model with slow_ma of', slow_ma, 'and fast_ma of', fast_ma)
        model_name = 'EMA_' + str(serial_number).zfill(3) + '_SlowMA_' + str(slow_ma).zfill(2) + '_FastMA_' + str(fast_ma).zfill(2)
        serial_number = serial_number + 1
        trading_model = model_template.copy()
        trading_model['fast_ma'] = trading_model['close_price'].ewm(span=fast_ma).mean()
        trading_model['slow_ma'] = trading_model['close_price'].ewm(span=slow_ma).mean()
        trading_model['ma_change'] = trading_model['fast_ma'] - trading_model['slow_ma']
        trading_model['trade_signal'] = np.zeros(len(trading_model))
        trading_model['signal_change'] = np.zeros(len(trading_model))
        trading_model['entry_exit'] = np.zeros(len(trading_model))
        trading_model = trading_model[model_start_date:model_end_date]
        trading_ma_crossover(trading_model)
        model_collection[model_name] = trading_model.copy()
        print('Model', model_name, 'added to the trading model collection.')
Processing model with slow_ma of 10 and fast_ma of 5
Model EMA_001_SlowMA_10_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 15 and fast_ma of 5
Model EMA_002_SlowMA_15_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 15 and fast_ma of 10
Model EMA_003_SlowMA_15_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 20 and fast_ma of 5
Model EMA_004_SlowMA_20_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 20 and fast_ma of 10
Model EMA_005_SlowMA_20_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 20 and fast_ma of 15
Model EMA_006_SlowMA_20_FastMA_15 added to the trading model collection.
Processing model with slow_ma of 25 and fast_ma of 5
Model EMA_007_SlowMA_25_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 25 and fast_ma of 10
Model EMA_008_SlowMA_25_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 25 and fast_ma of 15
Model EMA_009_SlowMA_25_FastMA_15 added to the trading model collection.
Processing model with slow_ma of 25 and fast_ma of 20
Model EMA_010_SlowMA_25_FastMA_20 added to the trading model collection.
Processing model with slow_ma of 30 and fast_ma of 5
Model EMA_011_SlowMA_30_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 30 and fast_ma of 10
Model EMA_012_SlowMA_30_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 30 and fast_ma of 15
Model EMA_013_SlowMA_30_FastMA_15 added to the trading model collection.
Processing model with slow_ma of 30 and fast_ma of 20
Model EMA_014_SlowMA_30_FastMA_20 added to the trading model collection.
Processing model with slow_ma of 35 and fast_ma of 5
Model EMA_015_SlowMA_35_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 35 and fast_ma of 10
Model EMA_016_SlowMA_35_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 35 and fast_ma of 15
Model EMA_017_SlowMA_35_FastMA_15 added to the trading model collection.
Processing model with slow_ma of 35 and fast_ma of 20
Model EMA_018_SlowMA_35_FastMA_20 added to the trading model collection.
Processing model with slow_ma of 40 and fast_ma of 5
Model EMA_019_SlowMA_40_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 40 and fast_ma of 10
Model EMA_020_SlowMA_40_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 40 and fast_ma of 15
Model EMA_021_SlowMA_40_FastMA_15 added to the trading model collection.
Processing model with slow_ma of 40 and fast_ma of 20
Model EMA_022_SlowMA_40_FastMA_20 added to the trading model collection.
Processing model with slow_ma of 45 and fast_ma of 5
Model EMA_023_SlowMA_45_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 45 and fast_ma of 10
Model EMA_024_SlowMA_45_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 45 and fast_ma of 15
Model EMA_025_SlowMA_45_FastMA_15 added to the trading model collection.
Processing model with slow_ma of 45 and fast_ma of 20
Model EMA_026_SlowMA_45_FastMA_20 added to the trading model collection.
Processing model with slow_ma of 50 and fast_ma of 5
Model EMA_027_SlowMA_50_FastMA_05 added to the trading model collection.
Processing model with slow_ma of 50 and fast_ma of 10
Model EMA_028_SlowMA_50_FastMA_10 added to the trading model collection.
Processing model with slow_ma of 50 and fast_ma of 15
Model EMA_029_SlowMA_50_FastMA_15 added to the trading model collection.
Processing model with slow_ma of 50 and fast_ma of 20
Model EMA_030_SlowMA_50_FastMA_20 added to the trading model collection.
In [14]:
# List the entry/exit points for each model
for key in model_collection:
    print('List the signal change and entry/exit points for', key)
    if verbose: print(model_collection[key][(model_collection[key].signal_change != 0) | (model_collection[key].entry_exit != 0)])
    else: print(model_collection[key][model_collection[key].entry_exit != 0])
    print()
List the signal change and entry/exit points for EMA_001_SlowMA_10_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-17     1681.73      1724.51  1698.177482  1695.526150   2.651332   
2019-01-18     1747.02      1760.26  1718.871654  1707.295979  11.575675   
2019-02-28     1754.00      1697.04  1837.781139  1866.682948 -28.901809   
2019-03-01     1708.20      1714.08  1796.547426  1838.936957 -42.389531   
2019-03-20     1766.78      1774.43  1760.751611  1758.999554   1.752056   
2019-03-21     1765.80      1774.36  1765.287740  1761.792363   3.495378   
2019-03-22     1754.04      1721.59  1750.721827  1754.482842  -3.761015   
2019-03-25     1714.01      1752.39  1751.277885  1754.102325  -2.824441   
2019-03-26     1761.20      1768.87  1757.141923  1756.787357   0.354566   
2019-03-27     1768.98      1752.11  1755.464615  1755.936929  -0.472313   
2019-03-28     1759.99      1728.89  1746.606410  1751.019305  -4.412895   
2019-04-02     1766.03      1763.55  1754.808196  1753.775457   1.032738   
2019-04-03     1778.47      1774.93  1761.515464  1757.621738   3.893726   
2019-05-02     1824.66      1808.00  1837.500013  1842.778845  -5.278832   
2019-05-03     1816.17      1824.07  1833.023342  1839.377237  -6.353895   
2019-06-05     1755.75      1765.00  1719.748369  1718.262751   1.485618   
2019-06-06     1766.01      1754.86  1731.452246  1724.916796   6.535450   
2019-07-17     1887.75      1867.74  1878.385727  1878.429741  -0.044014   
2019-07-18     1861.83      1885.91  1880.893818  1879.789788   1.104030   
2019-07-19     1896.03      1882.09  1881.292545  1880.208008   1.084537   
2019-08-01     1885.47      1879.86  1900.248039  1903.080193  -2.832155   
2019-08-02     1874.11      1846.08  1882.192026  1892.716522 -10.524496   
2019-08-09     1926.54      1917.69  1882.501296  1876.722095   5.779200   
2019-08-12     1900.44      1916.89  1893.964197  1884.025351   9.938847   
2019-09-24     2012.82      1990.64  2020.845268  2025.317076  -4.471807   
2019-09-25     1991.65      1993.53  2011.740179  2019.537607  -7.797429   
2019-10-14     1964.52      1988.75  1971.269067  1969.762887   1.506180   
2019-10-15     1992.21      2016.39  1986.309378  1978.240544   8.068834   
2019-11-04     2042.00      2007.68  2030.480653  2031.528674  -1.048021   
2019-11-05     2008.99      2025.43  2028.797102  2030.419824  -1.622722   
2019-11-27     1893.00      1906.45  1888.982124  1886.626078   2.356046   
2019-11-29     1904.89      1904.03  1893.998083  1889.790428   4.207655   
2019-12-03     1865.39      1879.98  1887.201370  1887.210782  -0.009412   
2019-12-04     1894.64      1921.53  1898.644247  1893.450640   5.193607   
2019-12-05     1929.00      1904.22  1900.502831  1895.408705   5.094126   
2020-01-17     2060.00      2054.69  2062.275286  2062.726258  -0.450973   
2020-01-21     2006.00      1990.57  2038.373524  2049.606939 -11.233415   
2020-02-12     1923.95      1960.36  1924.072116  1920.383765   3.688351   
2020-02-13     1944.00      1959.94  1936.028078  1927.575808   8.452270   
2020-02-24     1830.93      1792.54  1900.010119  1920.736442 -20.726323   
2020-02-25     1803.00      1726.58  1842.200080  1885.435271 -43.235191   
2020-04-07     1412.01      1376.37  1324.083823  1314.980346   9.103477   
2020-04-08     1382.65      1372.06  1340.075882  1325.358465  14.717417   
2020-04-22     1365.01      1355.00  1383.015777  1386.062103  -3.046326   
2020-04-23     1354.05      1360.00  1375.343851  1381.323539  -5.979688   
2020-04-28     1434.20      1439.32  1400.950030  1392.833253   8.116777   
2020-04-29     1487.83      1520.53  1440.810020  1416.050843  24.759177   
2020-05-06     1397.46      1378.91  1408.927204  1414.080972  -5.153768   
2020-05-07     1392.26      1443.91  1420.588136  1419.504432   1.083705   
2020-05-08     1416.69      1430.83  1424.002091  1421.563626   2.438465   
2020-05-12     1401.09      1385.92  1408.418707  1413.511518  -5.092811   
2020-05-13     1379.34      1366.07  1394.302471  1404.885788 -10.583316   
2020-05-18     1430.00      1557.43  1444.710732  1426.836814  17.873918   
2020-05-19     1556.29      1547.56  1478.993822  1448.786484  30.207337   
2020-06-11     1655.85      1588.37  1703.095553  1703.129644  -0.034090   
2020-06-12     1653.57      1623.92  1676.703702  1688.727890 -12.024188   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-17           1.0            1.0         0.0  
2019-01-18           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-03-20           1.0            1.0         0.0  
2019-03-21           1.0            0.0         1.0  
2019-03-22           0.0           -1.0         0.0  
2019-03-25           0.0            0.0        -1.0  
2019-03-26           1.0            1.0         0.0  
2019-03-27           0.0           -1.0         1.0  
2019-03-28           0.0            0.0        -1.0  
2019-04-02           1.0            1.0         0.0  
2019-04-03           1.0            0.0         1.0  
2019-05-02           0.0           -1.0         0.0  
2019-05-03           0.0            0.0        -1.0  
2019-06-05           1.0            1.0         0.0  
2019-06-06           1.0            0.0         1.0  
2019-07-17           0.0           -1.0         0.0  
2019-07-18           1.0            1.0        -1.0  
2019-07-19           1.0            0.0         1.0  
2019-08-01           0.0           -1.0         0.0  
2019-08-02           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-09-24           0.0           -1.0         0.0  
2019-09-25           0.0            0.0        -1.0  
2019-10-14           1.0            1.0         0.0  
2019-10-15           1.0            0.0         1.0  
2019-11-04           0.0           -1.0         0.0  
2019-11-05           0.0            0.0        -1.0  
2019-11-27           1.0            1.0         0.0  
2019-11-29           1.0            0.0         1.0  
2019-12-03           0.0           -1.0         0.0  
2019-12-04           1.0            1.0        -1.0  
2019-12-05           1.0            0.0         1.0  
2020-01-17           0.0           -1.0         0.0  
2020-01-21           0.0            0.0        -1.0  
2020-02-12           1.0            1.0         0.0  
2020-02-13           1.0            0.0         1.0  
2020-02-24           0.0           -1.0         0.0  
2020-02-25           0.0            0.0        -1.0  
2020-04-07           1.0            1.0         0.0  
2020-04-08           1.0            0.0         1.0  
2020-04-22           0.0           -1.0         0.0  
2020-04-23           0.0            0.0        -1.0  
2020-04-28           1.0            1.0         0.0  
2020-04-29           1.0            0.0         1.0  
2020-05-06           0.0           -1.0         0.0  
2020-05-07           1.0            1.0        -1.0  
2020-05-08           1.0            0.0         1.0  
2020-05-12           0.0           -1.0         0.0  
2020-05-13           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-11           0.0           -1.0         0.0  
2020-06-12           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_002_SlowMA_15_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-18     1747.02      1760.26  1718.871654  1708.877113   9.994541   
2019-01-22     1743.18      1708.98  1715.574436  1708.889977   6.684460   
2019-02-28     1754.00      1697.04  1837.781139  1869.015369 -31.234230   
2019-03-01     1708.20      1714.08  1796.547426  1849.648346 -53.100919   
2019-04-03     1778.47      1774.93  1761.515464  1758.958171   2.557293   
2019-04-04     1775.31      1780.60  1767.876976  1761.663400   6.213575   
2019-05-02     1824.66      1808.00  1837.500013  1838.012047  -0.512034   
2019-05-03     1816.17      1824.07  1833.023342  1836.269291  -3.245949   
2019-06-07     1765.25      1778.29  1747.064831  1737.323099   9.741732   
2019-06-10     1782.57      1781.12  1758.416554  1742.797711  15.618842   
2019-08-02     1874.11      1846.08  1882.192026  1892.559366 -10.367340   
2019-08-05     1819.98      1788.60  1850.994684  1879.564445 -28.569762   
2019-08-09     1926.54      1917.69  1882.501296  1877.707977   4.793319   
2019-08-12     1900.44      1916.89  1893.964197  1882.605730  11.358467   
2019-09-25     1991.65      1993.53  2011.740179  2014.267053  -2.526874   
2019-09-26     1994.08      1978.45  2000.643453  2009.789921  -9.146469   
2019-10-15     1992.21      2016.39  1986.309378  1978.537909   7.771469   
2019-10-16     2016.80      2027.63  2000.082919  1984.674421  15.408498   
2019-11-06     2018.56      2012.09  2023.228068  2024.770427  -1.542359   
2019-11-07     1942.20      1849.93  1965.462045  2002.915373 -37.453328   
2019-12-04     1894.64      1921.53  1898.644247  1896.970835   1.673411   
2019-12-05     1929.00      1904.22  1900.502831  1897.876981   2.625850   
2020-01-21     2006.00      1990.57  2038.373524  2047.697078  -9.323555   
2020-01-22     2004.33      2000.24  2025.662349  2041.764944 -16.102594   
2020-02-13     1944.00      1959.94  1936.028078  1932.772770   3.255307   
2020-02-14     1998.44      1990.96  1954.338718  1940.046174  14.292544   
2020-02-24     1830.93      1792.54  1900.010119  1928.359710 -28.349590   
2020-02-25     1803.00      1726.58  1842.200080  1903.137246 -60.937166   
2020-04-08     1382.65      1372.06  1340.075882  1336.371051   3.704831   
2020-04-09     1424.76      1420.64  1366.930588  1346.904669  20.025918   
2020-04-23     1354.05      1360.00  1375.343851  1379.934938  -4.591087   
2020-04-24     1372.39      1362.77  1371.152567  1377.789321  -6.636753   
2020-04-27     1374.93      1402.99  1381.765045  1380.939406   0.825639   
2020-04-28     1434.20      1439.32  1400.950030  1388.236980  12.713050   
2020-05-06     1397.46      1378.91  1408.927204  1410.330545  -1.403341   
2020-05-07     1392.26      1443.91  1420.588136  1414.527977   6.060159   
2020-05-08     1416.69      1430.83  1424.002091  1416.565730   7.436361   
2020-05-12     1401.09      1385.92  1408.418707  1412.126262  -3.707555   
2020-05-13     1379.34      1366.07  1394.302471  1406.369229 -12.066758   
2020-05-18     1430.00      1557.43  1444.710732  1420.555695  24.155038   
2020-05-19     1556.29      1547.56  1478.993822  1436.431233  42.562589   
2020-06-15     1567.66      1650.67  1668.025801  1669.262549  -1.236748   
2020-06-16     1716.32      1673.74  1669.930534  1669.822230   0.108304   
2020-06-17     1677.92      1638.24  1659.367023  1665.874452  -6.507429   
2020-06-18     1622.40      1628.35  1649.028015  1661.183895 -12.155880   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-18           1.0            1.0         0.0  
2019-01-22           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-04-03           1.0            1.0         0.0  
2019-04-04           1.0            0.0         1.0  
2019-05-02           0.0           -1.0         0.0  
2019-05-03           0.0            0.0        -1.0  
2019-06-07           1.0            1.0         0.0  
2019-06-10           1.0            0.0         1.0  
2019-08-02           0.0           -1.0         0.0  
2019-08-05           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-09-25           0.0           -1.0         0.0  
2019-09-26           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-06           0.0           -1.0         0.0  
2019-11-07           0.0            0.0        -1.0  
2019-12-04           1.0            1.0         0.0  
2019-12-05           1.0            0.0         1.0  
2020-01-21           0.0           -1.0         0.0  
2020-01-22           0.0            0.0        -1.0  
2020-02-13           1.0            1.0         0.0  
2020-02-14           1.0            0.0         1.0  
2020-02-24           0.0           -1.0         0.0  
2020-02-25           0.0            0.0        -1.0  
2020-04-08           1.0            1.0         0.0  
2020-04-09           1.0            0.0         1.0  
2020-04-23           0.0           -1.0         0.0  
2020-04-24           0.0            0.0        -1.0  
2020-04-27           1.0            1.0         0.0  
2020-04-28           1.0            0.0         1.0  
2020-05-06           0.0           -1.0         0.0  
2020-05-07           1.0            1.0        -1.0  
2020-05-08           1.0            0.0         1.0  
2020-05-12           0.0           -1.0         0.0  
2020-05-13           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-15           0.0           -1.0         0.0  
2020-06-16           1.0            1.0        -1.0  
2020-06-17           0.0           -1.0         1.0  
2020-06-18           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_003_SlowMA_15_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-23     1717.25      1744.31  1714.276332  1713.318232   0.958099   
2019-01-24     1748.98      1795.67  1729.075207  1723.613735   5.461472   
2019-02-28     1754.00      1697.04  1866.682948  1869.015369  -2.332421   
2019-03-01     1708.20      1714.08  1838.936957  1849.648346 -10.711388   
2019-04-04     1775.31      1780.60  1761.799604  1761.663400   0.136203   
2019-04-05     1788.03      1769.45  1763.190585  1762.636726   0.553859   
2019-05-07     1781.45      1785.00  1823.708564  1825.949457  -2.240894   
2019-05-08     1765.01      1751.63  1810.603370  1816.659525  -6.056155   
2019-06-10     1782.57      1781.12  1743.075376  1742.797711   0.277665   
2019-06-11     1799.50      1803.63  1754.085308  1750.401747   3.683560   
2019-08-05     1819.98      1788.60  1873.786245  1879.564445  -5.778200   
2019-08-06     1799.20      1786.52  1857.919655  1867.933890 -10.014235   
2019-08-12     1900.44      1916.89  1884.025351  1882.605730   1.419621   
2019-08-13     1907.67      1943.19  1894.782560  1890.178764   4.603796   
2019-09-27     1969.56      1944.25  1999.736745  2001.597431  -1.860686   
2019-09-30     1953.00      1962.61  1992.986428  1996.724002  -3.737574   
2019-10-16     2016.80      2027.63  1987.220445  1984.674421   2.546024   
2019-10-17     2033.00      2028.53  1994.731273  1990.156368   4.574905   
2019-11-07     1942.20      1849.93  1994.876742  2002.915373  -8.038631   
2019-11-08     1941.00      1879.19  1973.842789  1987.449702 -13.606913   
2019-12-09     1928.08      1905.79  1902.482191  1902.409095   0.073097   
2019-12-10     1902.40      1904.63  1902.872702  1902.686708   0.185994   
2020-01-22     2004.33      2000.24  2040.631132  2041.764944  -1.133812   
2020-01-23     1986.24      1993.20  2032.007289  2035.694326  -3.687036   
2020-02-18     1972.25      1976.28  1945.860169  1944.575402   1.284767   
2020-02-19     1982.76      1968.49  1949.974684  1947.564727   2.409957   
2020-02-24     1830.93      1792.54  1920.736442  1928.359710  -7.623268   
2020-02-25     1803.00      1726.58  1885.435271  1903.137246 -17.701975   
2020-04-13     1413.19      1421.01  1356.923766  1356.167836   0.755930   
2020-04-14     1460.09      1449.42  1373.741263  1367.824356   5.916907   
2020-05-13     1379.34      1366.07  1404.885788  1406.369229  -1.483442   
2020-05-14     1348.74      1382.51  1400.817463  1403.386826  -2.569363   
2020-05-18     1430.00      1557.43  1426.836814  1420.555695   6.281119   
2020-05-19     1556.29      1547.56  1448.786484  1436.431233  12.355251   
2020-06-22     1609.74      1633.52  1653.359279  1653.977201  -0.617922   
2020-06-23     1652.30      1677.10  1657.675774  1656.867551   0.808223   
2020-06-24     1660.71      1610.33  1649.067451  1651.050357  -1.982906   
2020-06-25     1585.81      1615.39  1642.944278  1646.592812  -3.648534   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-23           1.0            1.0         0.0  
2019-01-24           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-04-04           1.0            1.0         0.0  
2019-04-05           1.0            0.0         1.0  
2019-05-07           0.0           -1.0         0.0  
2019-05-08           0.0            0.0        -1.0  
2019-06-10           1.0            1.0         0.0  
2019-06-11           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-12           1.0            1.0         0.0  
2019-08-13           1.0            0.0         1.0  
2019-09-27           0.0           -1.0         0.0  
2019-09-30           0.0            0.0        -1.0  
2019-10-16           1.0            1.0         0.0  
2019-10-17           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-09           1.0            1.0         0.0  
2019-12-10           1.0            0.0         1.0  
2020-01-22           0.0           -1.0         0.0  
2020-01-23           0.0            0.0        -1.0  
2020-02-18           1.0            1.0         0.0  
2020-02-19           1.0            0.0         1.0  
2020-02-24           0.0           -1.0         0.0  
2020-02-25           0.0            0.0        -1.0  
2020-04-13           1.0            1.0         0.0  
2020-04-14           1.0            0.0         1.0  
2020-05-13           0.0           -1.0         0.0  
2020-05-14           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-22           0.0           -1.0         0.0  
2020-06-23           1.0            1.0        -1.0  
2020-06-24           0.0           -1.0         1.0  
2020-06-25           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_004_SlowMA_20_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-18     1747.02      1760.26  1718.871654  1715.352367   3.519287   
2019-01-22     1743.18      1708.98  1715.574436  1714.744470   0.829966   
2019-02-28     1754.00      1697.04  1837.781139  1863.366865 -25.585726   
2019-03-01     1708.20      1714.08  1796.547426  1849.147492 -52.600066   
2019-04-04     1775.31      1780.60  1767.876976  1764.419006   3.457970   
2019-04-05     1788.03      1769.45  1768.401317  1764.898153   3.503165   
2019-05-06     1798.96      1800.51  1822.185561  1828.129427  -5.943866   
2019-05-07     1781.45      1785.00  1809.790374  1824.021858 -14.231484   
2019-06-07     1765.25      1778.29  1747.064831  1743.395796   3.669035   
2019-06-10     1782.57      1781.12  1758.416554  1746.988577  11.427977   
2019-08-02     1874.11      1846.08  1882.192026  1888.706151  -6.514125   
2019-08-05     1819.98      1788.60  1850.994684  1879.172232 -28.177548   
2019-08-09     1926.54      1917.69  1882.501296  1877.142128   5.359167   
2019-08-12     1900.44      1916.89  1893.964197  1880.927640  13.036557   
2019-09-26     1994.08      1978.45  2000.643453  2002.936208  -2.292755   
2019-09-27     1969.56      1944.25  1981.845635  1997.347045 -15.501410   
2019-10-15     1992.21      2016.39  1986.309378  1979.020094   7.289284   
2019-10-16     2016.80      2027.63  2000.082919  1983.649609  16.433309   
2019-11-07     1942.20      1849.93  1965.462045  2004.764227 -39.302181   
2019-11-08     1941.00      1879.19  1936.704697  1992.804776 -56.100080   
2019-12-06     1923.27      1930.27  1910.425221  1906.546976   3.878245   
2019-12-09     1928.08      1905.79  1908.880147  1906.474883   2.405264   
2020-01-21     2006.00      1990.57  2038.373524  2041.115124  -2.741600   
2020-01-22     2004.33      2000.24  2025.662349  2037.222255 -11.559906   
2020-02-14     1998.44      1990.96  1954.338718  1945.383471   8.955247   
2020-02-18     1972.25      1976.28  1961.652479  1948.325998  13.326481   
2020-02-24     1830.93      1792.54  1900.010119  1934.982807 -34.972687   
2020-02-25     1803.00      1726.58  1842.200080  1915.134920 -72.934841   
2020-04-13     1413.19      1421.01  1384.957059  1372.482661  12.474398   
2020-04-14     1460.09      1449.42  1406.444706  1379.810026  26.634679   
2020-04-22     1365.01      1355.00  1383.015777  1387.459431  -4.443655   
2020-04-23     1354.05      1360.00  1375.343851  1384.844247  -9.500396   
2020-04-28     1434.20      1439.32  1400.950030  1389.875056  11.074974   
2020-04-29     1487.83      1520.53  1440.810020  1402.318384  38.491636   
2020-05-12     1401.09      1385.92  1408.418707  1410.757483  -2.338776   
2020-05-13     1379.34      1366.07  1394.302471  1406.501532 -12.199061   
2020-05-18     1430.00      1557.43  1444.710732  1417.093064  27.617668   
2020-05-19     1556.29      1547.56  1478.993822  1429.518487  49.475335   
2020-06-19     1654.00      1626.91  1641.655343  1646.411884  -4.756541   
2020-06-22     1609.74      1633.52  1638.943562  1645.184086  -6.240523   
2020-06-23     1652.30      1677.10  1651.662375  1648.223696   3.438678   
2020-06-24     1660.71      1610.33  1637.884917  1644.614773  -6.729856   
2020-06-25     1585.81      1615.39  1630.386611  1641.831461 -11.444850   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-18           1.0            1.0         0.0  
2019-01-22           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-04-04           1.0            1.0         0.0  
2019-04-05           1.0            0.0         1.0  
2019-05-06           0.0           -1.0         0.0  
2019-05-07           0.0            0.0        -1.0  
2019-06-07           1.0            1.0         0.0  
2019-06-10           1.0            0.0         1.0  
2019-08-02           0.0           -1.0         0.0  
2019-08-05           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-09-26           0.0           -1.0         0.0  
2019-09-27           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-06           1.0            1.0         0.0  
2019-12-09           1.0            0.0         1.0  
2020-01-21           0.0           -1.0         0.0  
2020-01-22           0.0            0.0        -1.0  
2020-02-14           1.0            1.0         0.0  
2020-02-18           1.0            0.0         1.0  
2020-02-24           0.0           -1.0         0.0  
2020-02-25           0.0            0.0        -1.0  
2020-04-13           1.0            1.0         0.0  
2020-04-14           1.0            0.0         1.0  
2020-04-22           0.0           -1.0         0.0  
2020-04-23           0.0            0.0        -1.0  
2020-04-28           1.0            1.0         0.0  
2020-04-29           1.0            0.0         1.0  
2020-05-12           0.0           -1.0         0.0  
2020-05-13           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-19           0.0           -1.0         0.0  
2020-06-22           0.0            0.0        -1.0  
2020-06-23           1.0            1.0         0.0  
2020-06-24           0.0           -1.0         1.0  
2020-06-25           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_005_SlowMA_20_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-24     1748.98      1795.67  1729.075207  1725.013153   4.062054   
2019-01-25     1811.99      1802.20  1742.370643  1732.373290   9.997353   
2019-03-01     1708.20      1714.08  1838.936957  1849.147492 -10.210535   
2019-03-04     1723.66      1707.82  1815.097510  1835.686382 -20.588871   
2019-04-08     1767.92      1788.72  1767.832297  1767.166919   0.665378   
2019-04-09     1776.75      1794.47  1772.675515  1769.767231   2.908284   
2019-05-07     1781.45      1785.00  1823.708564  1824.021858  -0.313295   
2019-05-08     1765.01      1751.63  1810.603370  1817.127388  -6.524018   
2019-06-11     1799.50      1803.63  1754.085308  1752.382999   1.702309   
2019-06-12     1804.17      1798.90  1762.233433  1756.813190   5.420243   
2019-08-05     1819.98      1788.60  1873.786245  1879.172232  -5.385986   
2019-08-06     1799.20      1786.52  1857.919655  1870.348210 -12.428554   
2019-08-12     1900.44      1916.89  1884.025351  1880.927640   3.097711   
2019-08-13     1907.67      1943.19  1894.782560  1886.857388   7.925171   
2019-09-30     1953.00      1962.61  1992.986428  1994.038755  -1.052327   
2019-10-01     1977.00      1978.03  1990.267078  1992.514112  -2.247034   
2019-10-16     2016.80      2027.63  1987.220445  1983.649609   3.570836   
2019-10-17     2033.00      2028.53  1994.731273  1987.923932   6.807341   
2019-11-07     1942.20      1849.93  1994.876742  2004.764227  -9.887485   
2019-11-08     1941.00      1879.19  1973.842789  1992.804776 -18.961988   
2019-12-12     1930.85      1948.48  1914.587511  1912.003637   2.583874   
2019-12-13     1960.87      1973.60  1925.317055  1917.869957   7.447097   
2020-01-23     1986.24      1993.20  2032.007289  2033.029659  -1.022370   
2020-01-24     1998.00      1962.96  2019.453237  2026.356358  -6.903121   
2020-02-20     1960.00      1970.91  1953.781105  1952.214343   1.566762   
2020-02-21     1965.00      1928.72  1949.224540  1949.976786  -0.752246   
2020-02-24     1830.93      1792.54  1920.736442  1934.982807 -14.246365   
2020-04-16     1432.35      1407.40  1387.428283  1386.297958   1.130325   
2020-04-17     1469.00      1470.87  1402.599505  1394.352438   8.247066   
2020-04-22     1365.01      1355.00  1386.062103  1387.459431  -1.397329   
2020-04-23     1354.05      1360.00  1381.323539  1384.844247  -3.520709   
2020-04-28     1434.20      1439.32  1392.833253  1389.875056   2.958197   
2020-04-29     1487.83      1520.53  1416.050843  1402.318384  13.732459   
2020-05-13     1379.34      1366.07  1404.885788  1406.501532  -1.615744   
2020-05-14     1348.74      1382.51  1400.817463  1404.216624  -3.399162   
2020-05-18     1430.00      1557.43  1426.836814  1417.093064   9.743750   
2020-05-19     1556.29      1547.56  1448.786484  1429.518487  19.267997   
2020-06-26     1597.30      1541.25  1624.454410  1632.252274  -7.797865   
2020-06-29     1567.77      1593.22  1618.775426  1628.534915  -9.759489   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-24           1.0            1.0         0.0  
2019-01-25           1.0            0.0         1.0  
2019-03-01           0.0           -1.0         0.0  
2019-03-04           0.0            0.0        -1.0  
2019-04-08           1.0            1.0         0.0  
2019-04-09           1.0            0.0         1.0  
2019-05-07           0.0           -1.0         0.0  
2019-05-08           0.0            0.0        -1.0  
2019-06-11           1.0            1.0         0.0  
2019-06-12           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-12           1.0            1.0         0.0  
2019-08-13           1.0            0.0         1.0  
2019-09-30           0.0           -1.0         0.0  
2019-10-01           0.0            0.0        -1.0  
2019-10-16           1.0            1.0         0.0  
2019-10-17           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-12           1.0            1.0         0.0  
2019-12-13           1.0            0.0         1.0  
2020-01-23           0.0           -1.0         0.0  
2020-01-24           0.0            0.0        -1.0  
2020-02-20           1.0            1.0         0.0  
2020-02-21           0.0           -1.0         1.0  
2020-02-24           0.0            0.0        -1.0  
2020-04-16           1.0            1.0         0.0  
2020-04-17           1.0            0.0         1.0  
2020-04-22           0.0           -1.0         0.0  
2020-04-23           0.0            0.0        -1.0  
2020-04-28           1.0            1.0         0.0  
2020-04-29           1.0            0.0         1.0  
2020-05-13           0.0           -1.0         0.0  
2020-05-14           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-26           0.0           -1.0         0.0  
2020-06-29           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_006_SlowMA_20_FastMA_15
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-25     1811.99      1802.20  1733.438297  1732.373290   1.065007   
2019-01-28     1787.62      1813.60  1743.459652  1740.117744   3.341907   
2019-03-04     1723.66      1707.82  1831.919720  1835.686382  -3.766661   
2019-03-05     1715.00      1745.93  1821.170962  1827.137379  -5.966417   
2019-04-10     1793.85      1806.00  1774.035152  1773.217994   0.817157   
2019-04-11     1810.00      1818.59  1779.604508  1777.539164   2.065344   
2019-05-08     1765.01      1751.63  1816.659525  1817.127388  -0.467863   
2019-05-09     1729.43      1736.03  1806.580834  1809.403821  -2.822986   
2019-06-13     1802.05      1809.52  1763.096025  1761.832887   1.263139   
2019-06-14     1808.20      1775.50  1764.646522  1763.134517   1.512006   
2019-08-06     1799.20      1786.52  1867.933890  1870.348210  -2.414320   
2019-08-07     1758.40      1821.56  1862.137153  1865.701713  -3.564560   
2019-08-09     1926.54      1917.69  1877.707977  1877.142128   0.565849   
2019-08-12     1900.44      1916.89  1882.605730  1880.927640   1.678090   
2019-10-03     1936.55      1961.45  1984.478990  1985.154681  -0.675691   
2019-10-04     1970.64      1983.20  1984.319116  1984.968521  -0.649405   
2019-10-16     2016.80      2027.63  1984.674421  1983.649609   1.024811   
2019-10-17     2033.00      2028.53  1990.156368  1987.923932   2.232436   
2019-11-07     1942.20      1849.93  2002.915373  2004.764227  -1.848853   
2019-11-08     1941.00      1879.19  1987.449702  1992.804776  -5.355075   
2019-12-13     1960.87      1973.60  1918.779181  1917.869957   0.909224   
2019-12-16     1983.47      1995.02  1928.309284  1925.217581   3.091703   
2020-01-27     1906.41      1908.89  2011.888468  2015.169086  -3.280618   
2020-01-28     1914.67      1917.45  2000.083660  2005.862506  -5.778847   
2020-04-29     1487.83      1520.53  1404.773607  1402.318384   2.455223   
2020-04-30     1514.53      1480.57  1414.248156  1409.770919   4.477238   
2020-05-13     1379.34      1366.07  1406.369229  1406.501532  -0.132303   
2020-05-14     1348.74      1382.51  1403.386826  1404.216624  -0.829799   
2020-05-18     1430.00      1557.43  1420.555695  1417.093064   3.462630   
2020-05-19     1556.29      1547.56  1436.431233  1429.518487   6.912746   
2020-06-29     1567.77      1593.22  1628.399341  1628.534915  -0.135574   
2020-06-30     1583.90      1592.34  1623.891923  1625.087780  -1.195857   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-25           1.0            1.0         0.0  
2019-01-28           1.0            0.0         1.0  
2019-03-04           0.0           -1.0         0.0  
2019-03-05           0.0            0.0        -1.0  
2019-04-10           1.0            1.0         0.0  
2019-04-11           1.0            0.0         1.0  
2019-05-08           0.0           -1.0         0.0  
2019-05-09           0.0            0.0        -1.0  
2019-06-13           1.0            1.0         0.0  
2019-06-14           1.0            0.0         1.0  
2019-08-06           0.0           -1.0         0.0  
2019-08-07           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-10-03           0.0           -1.0         0.0  
2019-10-04           0.0            0.0        -1.0  
2019-10-16           1.0            1.0         0.0  
2019-10-17           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-13           1.0            1.0         0.0  
2019-12-16           1.0            0.0         1.0  
2020-01-27           0.0           -1.0         0.0  
2020-01-28           0.0            0.0        -1.0  
2020-04-29           1.0            1.0         0.0  
2020-04-30           1.0            0.0         1.0  
2020-05-13           0.0           -1.0         0.0  
2020-05-14           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-29           0.0           -1.0         0.0  
2020-06-30           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_007_SlowMA_25_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-23     1717.25      1744.31  1725.152958  1723.725275   1.427683   
2019-01-24     1748.98      1795.67  1748.658638  1729.287731  19.370907   
2019-02-28     1754.00      1697.04  1837.781139  1855.905790 -18.124650   
2019-03-01     1708.20      1714.08  1796.547426  1844.988619 -48.441193   
2019-04-05     1788.03      1769.45  1768.401317  1768.017433   0.383885   
2019-04-08     1767.92      1788.72  1775.174211  1769.610074   5.564137   
2019-05-06     1798.96      1800.51  1822.185561  1824.165952  -1.980390   
2019-05-07     1781.45      1785.00  1809.790374  1821.153134 -11.362760   
2019-06-10     1782.57      1781.12  1758.416554  1751.894852   6.521702   
2019-06-11     1799.50      1803.63  1773.487703  1755.874489  17.613214   
2019-08-02     1874.11      1846.08  1882.192026  1883.380479  -1.188453   
2019-08-05     1819.98      1788.60  1850.994684  1876.089672 -25.094988   
2019-08-09     1926.54      1917.69  1882.501296  1874.906184   7.595112   
2019-08-12     1900.44      1916.89  1893.964197  1878.135709  15.828488   
2019-09-27     1969.56      1944.25  1981.845635  1990.934963  -9.089328   
2019-09-30     1953.00      1962.61  1975.433757  1988.756120 -13.322363   
2019-10-15     1992.21      2016.39  1986.309378  1978.152325   8.157053   
2019-10-16     2016.80      2027.63  2000.082919  1981.958300  18.124619   
2019-11-07     1942.20      1849.93  1965.462045  2004.202410 -38.740365   
2019-11-08     1941.00      1879.19  1936.704697  1994.586071 -57.881374   
2019-12-11     1915.90      1925.88  1913.602288  1912.448044   1.154244   
2019-12-12     1930.85      1948.48  1925.228192  1915.219733  10.008459   
2020-01-22     2004.33      2000.24  2025.662349  2030.967706  -5.305357   
2020-01-23     1986.24      1993.20  2014.841566  2028.062498 -13.220932   
2020-02-14     1998.44      1990.96  1954.338718  1950.692195   3.646524   
2020-02-18     1972.25      1976.28  1961.652479  1952.660487   8.991992   
2020-02-24     1830.93      1792.54  1900.010119  1940.797474 -40.787354   
2020-02-25     1803.00      1726.58  1842.200080  1924.319206 -82.119127   
2020-04-14     1460.09      1449.42  1406.444706  1401.194591   5.250115   
2020-04-15     1407.84      1424.61  1412.499804  1402.995776   9.504028   
2020-04-21     1382.81      1342.22  1397.023665  1403.649005  -6.625340   
2020-04-22     1365.01      1355.00  1383.015777  1399.906774 -16.890997   
2020-04-28     1434.20      1439.32  1400.950030  1398.308955   2.641075   
2020-04-29     1487.83      1520.53  1440.810020  1407.710574  33.099446   
2020-05-06     1397.46      1378.91  1408.927204  1411.385611  -2.458407   
2020-05-07     1392.26      1443.91  1420.588136  1413.887487   6.700649   
2020-05-08     1416.69      1430.83  1424.002091  1415.190757   8.811333   
2020-05-12     1401.09      1385.92  1408.418707  1412.641592  -4.222885   
2020-05-13     1379.34      1366.07  1394.302471  1409.059162 -14.756691   
2020-05-18     1430.00      1557.43  1444.710732  1416.974830  27.735902   
2020-05-19     1556.29      1547.56  1478.993822  1427.019843  51.973978   
2020-06-25     1585.81      1615.39  1630.386611  1632.826369  -2.439757   
2020-06-26     1597.30      1541.25  1600.674407  1625.782032 -25.107625   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-23           1.0            1.0         0.0  
2019-01-24           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-04-05           1.0            1.0         0.0  
2019-04-08           1.0            0.0         1.0  
2019-05-06           0.0           -1.0         0.0  
2019-05-07           0.0            0.0        -1.0  
2019-06-10           1.0            1.0         0.0  
2019-06-11           1.0            0.0         1.0  
2019-08-02           0.0           -1.0         0.0  
2019-08-05           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-09-27           0.0           -1.0         0.0  
2019-09-30           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-11           1.0            1.0         0.0  
2019-12-12           1.0            0.0         1.0  
2020-01-22           0.0           -1.0         0.0  
2020-01-23           0.0            0.0        -1.0  
2020-02-14           1.0            1.0         0.0  
2020-02-18           1.0            0.0         1.0  
2020-02-24           0.0           -1.0         0.0  
2020-02-25           0.0            0.0        -1.0  
2020-04-14           1.0            1.0         0.0  
2020-04-15           1.0            0.0         1.0  
2020-04-21           0.0           -1.0         0.0  
2020-04-22           0.0            0.0        -1.0  
2020-04-28           1.0            1.0         0.0  
2020-04-29           1.0            0.0         1.0  
2020-05-06           0.0           -1.0         0.0  
2020-05-07           1.0            1.0        -1.0  
2020-05-08           1.0            0.0         1.0  
2020-05-12           0.0           -1.0         0.0  
2020-05-13           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-25           0.0           -1.0         0.0  
2020-06-26           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_008_SlowMA_25_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-25     1811.99      1802.20  1742.370643  1734.922781   7.447862   
2019-01-28     1787.62      1813.60  1755.321450  1741.001176  14.320275   
2019-03-01     1708.20      1714.08  1838.936957  1844.988619  -6.051661   
2019-03-04     1723.66      1707.82  1815.097510  1834.430496 -19.332985   
2019-04-09     1776.75      1794.47  1772.675515  1771.522527   1.152988   
2019-04-10     1793.85      1806.00  1778.734513  1774.174834   4.559678   
2019-05-08     1765.01      1751.63  1810.603370  1815.805115  -5.201745   
2019-05-09     1729.43      1736.03  1797.044576  1809.668478 -12.623902   
2019-06-12     1804.17      1798.90  1762.233433  1759.184151   3.049282   
2019-06-13     1802.05      1809.52  1770.830991  1763.056148   7.774843   
2019-08-05     1819.98      1788.60  1873.786245  1876.089672  -2.303427   
2019-08-06     1799.20      1786.52  1857.919655  1869.199696 -11.280041   
2019-08-09     1926.54      1917.69  1876.722095  1874.906184   1.815911   
2019-08-12     1900.44      1916.89  1884.025351  1878.135709   5.889642   
2019-10-02     1969.00      1941.44  1981.389427  1984.354800  -2.965373   
2019-10-03     1936.55      1961.45  1977.764077  1982.592892  -4.828816   
2019-10-15     1992.21      2016.39  1978.240544  1978.152325   0.088219   
2019-10-16     2016.80      2027.63  1987.220445  1981.958300   5.262145   
2019-11-07     1942.20      1849.93  1994.876742  2004.202410  -9.325668   
2019-11-08     1941.00      1879.19  1973.842789  1994.586071 -20.743282   
2019-12-13     1960.87      1973.60  1925.317055  1919.710523   5.606532   
2019-12-16     1983.47      1995.02  1937.990317  1925.503559  12.486758   
2020-01-24     1998.00      1962.96  2019.453237  2023.054613  -3.601377   
2020-01-27     1906.41      1908.89  1999.350830  2014.272720 -14.921890   
2020-04-29     1487.83      1520.53  1416.050843  1407.710574   8.340269   
2020-04-30     1514.53      1480.57  1427.781599  1413.315145  14.466454   
2020-05-13     1379.34      1366.07  1404.885788  1409.059162  -4.173374   
2020-05-14     1348.74      1382.51  1400.817463  1407.016919  -6.199456   
2020-05-18     1430.00      1557.43  1426.836814  1416.974830   9.861984   
2020-05-19     1556.29      1547.56  1448.786484  1427.019843  21.766641   
2020-06-26     1597.30      1541.25  1624.454410  1625.782032  -1.327623   
2020-06-29     1567.77      1593.22  1618.775426  1623.277261  -4.501835   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-25           1.0            1.0         0.0  
2019-01-28           1.0            0.0         1.0  
2019-03-01           0.0           -1.0         0.0  
2019-03-04           0.0            0.0        -1.0  
2019-04-09           1.0            1.0         0.0  
2019-04-10           1.0            0.0         1.0  
2019-05-08           0.0           -1.0         0.0  
2019-05-09           0.0            0.0        -1.0  
2019-06-12           1.0            1.0         0.0  
2019-06-13           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-10-02           0.0           -1.0         0.0  
2019-10-03           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-13           1.0            1.0         0.0  
2019-12-16           1.0            0.0         1.0  
2020-01-24           0.0           -1.0         0.0  
2020-01-27           0.0            0.0        -1.0  
2020-04-29           1.0            1.0         0.0  
2020-04-30           1.0            0.0         1.0  
2020-05-13           0.0           -1.0         0.0  
2020-05-14           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-26           0.0           -1.0         0.0  
2020-06-29           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_009_SlowMA_25_FastMA_15
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-28     1787.62      1813.60  1743.459652  1741.001176   2.458476   
2019-01-29     1816.62      1808.80  1751.628009  1746.237383   5.390626   
2019-03-04     1723.66      1707.82  1831.919720  1834.430496  -2.510775   
2019-03-05     1715.00      1745.93  1821.170962  1827.618781  -6.447819   
2019-04-11     1810.00      1818.59  1779.604508  1777.591616   2.012892   
2019-04-12     1827.87      1833.07  1786.287695  1781.859449   4.428246   
2019-05-09     1729.43      1736.03  1806.580834  1809.668478  -3.087643   
2019-05-10     1825.00      1829.85  1809.489480  1811.220924  -1.731443   
2019-06-13     1802.05      1809.52  1763.096025  1763.056148   0.039877   
2019-06-14     1808.20      1775.50  1764.646522  1764.013369   0.633153   
2019-08-06     1799.20      1786.52  1867.933890  1869.199696  -1.265807   
2019-08-07     1758.40      1821.56  1862.137153  1865.535104  -3.397950   
2019-08-08     1900.00      1941.01  1871.996259  1871.340866   0.655394   
2019-08-09     1926.54      1917.69  1877.707977  1874.906184   2.801793   
2019-10-07     1971.01      1951.56  1980.224227  1980.248855  -0.024628   
2019-10-08     1937.05      1938.19  1974.969948  1977.013558  -2.043610   
2019-10-15     1992.21      2016.39  1978.537909  1978.152325   0.385584   
2019-10-16     2016.80      2027.63  1984.674421  1981.958300   2.716121   
2019-11-07     1942.20      1849.93  2002.915373  2004.202410  -1.287037   
2019-11-08     1941.00      1879.19  1987.449702  1994.586071  -7.136369   
2019-12-16     1983.47      1995.02  1928.309284  1925.503559   2.805724   
2019-12-17     2000.00      2001.87  1937.504373  1931.377901   6.126472   
2020-01-27     1906.41      1908.89  2011.888468  2014.272720  -2.384252   
2020-01-28     1914.67      1917.45  2000.083660  2006.824819  -6.741159   
2020-04-30     1514.53      1480.57  1414.248156  1413.315145   0.933011   
2020-05-01     1442.75      1448.79  1418.565887  1416.043980   2.521907   
2020-05-06     1397.46      1378.91  1410.330545  1411.385611  -1.055066   
2020-05-07     1392.26      1443.91  1414.527977  1413.887487   0.640490   
2020-05-08     1416.69      1430.83  1416.565730  1415.190757   1.374973   
2020-05-12     1401.09      1385.92  1412.126262  1412.641592  -0.515330   
2020-05-13     1379.34      1366.07  1406.369229  1409.059162  -2.689933   
2020-05-18     1430.00      1557.43  1420.555695  1416.974830   3.580864   
2020-05-19     1556.29      1547.56  1436.431233  1427.019843   9.411390   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-28           1.0            1.0         0.0  
2019-01-29           1.0            0.0         1.0  
2019-03-04           0.0           -1.0         0.0  
2019-03-05           0.0            0.0        -1.0  
2019-04-11           1.0            1.0         0.0  
2019-04-12           1.0            0.0         1.0  
2019-05-09           0.0           -1.0         0.0  
2019-05-10           0.0            0.0        -1.0  
2019-06-13           1.0            1.0         0.0  
2019-06-14           1.0            0.0         1.0  
2019-08-06           0.0           -1.0         0.0  
2019-08-07           0.0            0.0        -1.0  
2019-08-08           1.0            1.0         0.0  
2019-08-09           1.0            0.0         1.0  
2019-10-07           0.0           -1.0         0.0  
2019-10-08           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-16           1.0            1.0         0.0  
2019-12-17           1.0            0.0         1.0  
2020-01-27           0.0           -1.0         0.0  
2020-01-28           0.0            0.0        -1.0  
2020-04-30           1.0            1.0         0.0  
2020-05-01           1.0            0.0         1.0  
2020-05-06           0.0           -1.0         0.0  
2020-05-07           1.0            1.0        -1.0  
2020-05-08           1.0            0.0         1.0  
2020-05-12           0.0           -1.0         0.0  
2020-05-13           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_010_SlowMA_25_FastMA_20
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-29     1816.62      1808.80  1746.665472  1746.237383   0.428089   
2019-01-30     1825.33      1818.70  1753.532129  1751.832057   1.700071   
2019-03-05     1715.00      1745.93  1827.137379  1827.618781  -0.481402   
2019-03-06     1748.37      1751.62  1819.944657  1821.769562  -1.824905   
2019-04-12     1827.87      1833.07  1782.827844  1781.859449   0.968395   
2019-04-15     1834.00      1846.23  1788.866175  1786.811314   2.054860   
2019-05-09     1729.43      1736.03  1809.403821  1809.668478  -0.264657   
2019-05-10     1825.00      1829.85  1811.351077  1811.220924   0.130154   
2019-05-13     1800.00      1777.26  1808.104306  1808.608512  -0.504206   
2019-05-14     1787.12      1793.67  1806.729609  1807.459382  -0.729773   
2019-06-18     1808.38      1808.99  1769.076464  1768.708382   0.368082   
2019-06-19     1812.00      1842.06  1776.027277  1774.350823   1.676455   
2019-10-09     1953.72      1943.33  1974.367572  1974.422515  -0.054943   
2019-10-10     1942.69      1962.91  1973.276375  1973.536937  -0.260563   
2019-10-14     1964.52      1988.75  1975.086420  1974.965852   0.120568   
2019-10-15     1992.21      2016.39  1979.020094  1978.152325   0.867769   
2019-11-08     1941.00      1879.19  1992.804776  1994.586071  -1.781294   
2019-11-11     1869.00      1896.04  1983.589083  1987.005604  -3.416520   
2019-12-17     2000.00      2001.87  1932.517811  1931.377901   1.139910   
2019-12-18     2008.67      1991.51  1938.136115  1936.003447   2.132668   
2020-01-28     1914.67      1917.45  2005.862506  2006.824819  -0.962312   
2020-01-29     1924.04      1893.95  1995.204172  1998.142140  -2.937968   
2020-05-18     1430.00      1557.43  1417.093064  1416.974830   0.118234   
2020-05-19     1556.29      1547.56  1429.518487  1427.019843   2.498643   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-29           1.0            1.0         0.0  
2019-01-30           1.0            0.0         1.0  
2019-03-05           0.0           -1.0         0.0  
2019-03-06           0.0            0.0        -1.0  
2019-04-12           1.0            1.0         0.0  
2019-04-15           1.0            0.0         1.0  
2019-05-09           0.0           -1.0         0.0  
2019-05-10           1.0            1.0        -1.0  
2019-05-13           0.0           -1.0         1.0  
2019-05-14           0.0            0.0        -1.0  
2019-06-18           1.0            1.0         0.0  
2019-06-19           1.0            0.0         1.0  
2019-10-09           0.0           -1.0         0.0  
2019-10-10           0.0            0.0        -1.0  
2019-10-14           1.0            1.0         0.0  
2019-10-15           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-17           1.0            1.0         0.0  
2019-12-18           1.0            0.0         1.0  
2020-01-28           0.0           -1.0         0.0  
2020-01-29           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_011_SlowMA_30_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-24     1748.98      1795.67  1748.658638  1734.412834  14.245804   
2019-01-25     1811.99      1802.20  1766.505759  1738.836929  27.668830   
2019-02-28     1754.00      1697.04  1837.781139  1848.849214 -11.068075   
2019-03-01     1708.20      1714.08  1796.547426  1840.134262 -43.586836   
2019-04-08     1767.92      1788.72  1775.174211  1772.181645   2.992567   
2019-04-09     1776.75      1794.47  1781.606141  1773.620153   7.985988   
2019-05-07     1781.45      1785.00  1809.790374  1818.387194  -8.596820   
2019-05-08     1765.01      1751.63  1790.403583  1814.079844 -23.676262   
2019-06-10     1782.57      1781.12  1758.416554  1756.422406   1.994148   
2019-06-11     1799.50      1803.63  1773.487703  1759.468124  14.019579   
2019-08-05     1819.98      1788.60  1850.994684  1871.933631 -20.938948   
2019-08-06     1799.20      1786.52  1829.503123  1866.423066 -36.919943   
2019-08-09     1926.54      1917.69  1882.501296  1871.699253  10.802043   
2019-08-12     1900.44      1916.89  1893.964197  1874.614788  19.349409   
2019-09-27     1969.56      1944.25  1981.845635  1983.828158  -1.982523   
2019-09-30     1953.00      1962.61  1975.433757  1982.459245  -7.025488   
2019-10-15     1992.21      2016.39  1986.309378  1976.017946  10.291432   
2019-10-16     2016.80      2027.63  2000.082919  1979.347756  20.735162   
2019-11-07     1942.20      1849.93  1965.462045  2002.371512 -36.909467   
2019-11-08     1941.00      1879.19  1936.704697  1994.424318 -57.719621   
2019-12-12     1930.85      1948.48  1925.228192  1919.054665   6.173526   
2019-12-13     1960.87      1973.60  1941.352128  1922.573719  18.778409   
2020-01-23     1986.24      1993.20  2014.841566  2022.660375  -7.818809   
2020-01-24     1998.00      1962.96  1997.547711  2018.808738 -21.261027   
2020-02-18     1972.25      1976.28  1961.652479  1956.316252   5.336227   
2020-02-19     1982.76      1968.49  1963.931653  1957.101655   6.829997   
2020-02-21     1965.00      1928.72  1953.745179  1956.103967  -2.358788   
2020-02-24     1830.93      1792.54  1900.010119  1945.551453 -45.541334   
2020-04-17     1469.00      1470.87  1430.823246  1428.187807   2.635440   
2020-04-20     1462.05      1411.63  1424.425497  1427.119561  -2.694064   
2020-04-21     1382.81      1342.22  1397.023665  1421.642170 -24.618505   
2020-04-29     1487.83      1520.53  1440.810020  1418.800304  22.009716   
2020-04-30     1514.53      1480.57  1454.063347  1422.785446  31.277901   
2020-05-06     1397.46      1378.91  1408.927204  1419.007123 -10.079919   
2020-05-07     1392.26      1443.91  1420.588136  1420.613760  -0.025624   
2020-05-08     1416.69      1430.83  1424.002091  1421.272872   2.729218   
2020-05-11     1427.02      1411.00  1419.668061  1420.610106  -0.942046   
2020-05-12     1401.09      1385.92  1408.418707  1418.372035  -9.953328   
2020-05-18     1430.00      1557.43  1444.710732  1420.500514  24.210218   
2020-05-19     1556.29      1547.56  1478.993822  1428.697900  50.295921   
2020-06-26     1597.30      1541.25  1600.674407  1617.470524 -16.796117   
2020-06-29     1567.77      1593.22  1598.189605  1615.905974 -17.716369   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-24           1.0            1.0         0.0  
2019-01-25           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-04-08           1.0            1.0         0.0  
2019-04-09           1.0            0.0         1.0  
2019-05-07           0.0           -1.0         0.0  
2019-05-08           0.0            0.0        -1.0  
2019-06-10           1.0            1.0         0.0  
2019-06-11           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-09-27           0.0           -1.0         0.0  
2019-09-30           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-12           1.0            1.0         0.0  
2019-12-13           1.0            0.0         1.0  
2020-01-23           0.0           -1.0         0.0  
2020-01-24           0.0            0.0        -1.0  
2020-02-18           1.0            1.0         0.0  
2020-02-19           1.0            0.0         1.0  
2020-02-21           0.0           -1.0         0.0  
2020-02-24           0.0            0.0        -1.0  
2020-04-17           1.0            1.0         0.0  
2020-04-20           0.0           -1.0         1.0  
2020-04-21           0.0            0.0        -1.0  
2020-04-29           1.0            1.0         0.0  
2020-04-30           1.0            0.0         1.0  
2020-05-06           0.0           -1.0         0.0  
2020-05-07           0.0            0.0        -1.0  
2020-05-08           1.0            1.0         0.0  
2020-05-11           0.0           -1.0         1.0  
2020-05-12           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-26           0.0           -1.0         0.0  
2020-06-29           0.0            0.0        -1.0  

List the signal change and entry/exit points for EMA_012_SlowMA_30_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-25     1811.99      1802.20  1742.370643  1738.836929   3.533714   
2019-01-28     1787.62      1813.60  1755.321450  1743.712653  11.608797   
2019-03-01     1708.20      1714.08  1838.936957  1840.134262  -1.197305   
2019-03-04     1723.66      1707.82  1815.097510  1831.579342 -16.481831   
2019-04-10     1793.85      1806.00  1778.734513  1775.709923   3.024590   
2019-04-11     1810.00      1818.59  1785.980965  1778.477305   7.503660   
2019-05-08     1765.01      1751.63  1810.603370  1814.079844  -3.476474   
2019-05-09     1729.43      1736.03  1797.044576  1809.043896 -11.999321   
2019-06-12     1804.17      1798.90  1762.233433  1762.012167   0.221266   
2019-06-13     1802.05      1809.52  1770.830991  1765.077247   5.753744   
2019-08-06     1799.20      1786.52  1857.919655  1866.423066  -8.503411   
2019-08-07     1758.40      1821.56  1851.308809  1863.528670 -12.219861   
2019-08-09     1926.54      1917.69  1876.722095  1871.699253   5.022842   
2019-08-12     1900.44      1916.89  1884.025351  1874.614788   9.410562   
2019-10-03     1936.55      1961.45  1977.764077  1978.378067  -0.613990   
2019-10-04     1970.64      1983.20  1978.752426  1978.689159   0.063267   
2019-10-07     1971.01      1951.56  1973.808349  1976.938891  -3.130542   
2019-10-08     1937.05      1938.19  1967.332285  1974.438962  -7.106677   
2019-10-15     1992.21      2016.39  1978.240544  1976.017946   2.222598   
2019-10-16     2016.80      2027.63  1987.220445  1979.347756   7.872689   
2019-11-07     1942.20      1849.93  1994.876742  2002.371512  -7.494771   
2019-11-08     1941.00      1879.19  1973.842789  1994.424318 -20.581529   
2019-12-13     1960.87      1973.60  1925.317055  1922.573719   2.743335   
2019-12-16     1983.47      1995.02  1937.990317  1927.247673  10.742645   
2020-01-27     1906.41      1908.89  1999.350830  2011.717206 -12.366376   
2020-01-28     1914.67      1917.45  1984.459770  2005.635451 -21.175681   
2020-04-30     1514.53      1480.57  1427.781599  1422.785446   4.996154   
2020-05-01     1442.75      1448.79  1431.601308  1424.463159   7.138150   
2020-05-06     1397.46      1378.91  1414.080972  1419.007123  -4.926151   
2020-05-07     1392.26      1443.91  1419.504432  1420.613760  -1.109328   
2020-05-08     1416.69      1430.83  1421.563626  1421.272872   0.290754   
2020-05-11     1427.02      1411.00  1419.642967  1420.610106  -0.967140   
2020-05-12     1401.09      1385.92  1413.511518  1418.372035  -4.860517   
2020-05-18     1430.00      1557.43  1426.836814  1420.500514   6.336300   
2020-05-19     1556.29      1547.56  1448.786484  1428.697900  20.088584   
2020-06-30     1583.90      1592.34  1613.968985  1614.385589  -0.416604   
2020-07-01     1606.05      1658.79  1622.118260  1617.250390   4.867871   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-25           1.0            1.0         0.0  
2019-01-28           1.0            0.0         1.0  
2019-03-01           0.0           -1.0         0.0  
2019-03-04           0.0            0.0        -1.0  
2019-04-10           1.0            1.0         0.0  
2019-04-11           1.0            0.0         1.0  
2019-05-08           0.0           -1.0         0.0  
2019-05-09           0.0            0.0        -1.0  
2019-06-12           1.0            1.0         0.0  
2019-06-13           1.0            0.0         1.0  
2019-08-06           0.0           -1.0         0.0  
2019-08-07           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-10-03           0.0           -1.0         0.0  
2019-10-04           1.0            1.0        -1.0  
2019-10-07           0.0           -1.0         1.0  
2019-10-08           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-13           1.0            1.0         0.0  
2019-12-16           1.0            0.0         1.0  
2020-01-27           0.0           -1.0         0.0  
2020-01-28           0.0            0.0        -1.0  
2020-04-30           1.0            1.0         0.0  
2020-05-01           1.0            0.0         1.0  
2020-05-06           0.0           -1.0         0.0  
2020-05-07           0.0            0.0        -1.0  
2020-05-08           1.0            1.0         0.0  
2020-05-11           0.0           -1.0         1.0  
2020-05-12           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-30           0.0           -1.0         0.0  
2020-07-01           1.0            1.0        -1.0  

List the signal change and entry/exit points for EMA_013_SlowMA_30_FastMA_15
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-29     1816.62      1808.80  1751.628009  1747.954402   3.673607   
2019-01-30     1825.33      1818.70  1760.012739  1752.561886   7.450854   
2019-03-05     1715.00      1745.93  1821.170962  1826.042367  -4.871405   
2019-03-06     1748.37      1751.62  1812.477061  1821.231812  -8.754751   
2019-04-11     1810.00      1818.59  1779.604508  1778.477305   1.127203   
2019-04-12     1827.87      1833.07  1786.287695  1782.000517   4.287179   
2019-05-09     1729.43      1736.03  1806.580834  1809.043896  -2.463062   
2019-05-10     1825.00      1829.85  1809.489480  1810.386344  -0.896864   
2019-06-18     1808.38      1808.99  1772.022962  1769.484609   2.538354   
2019-06-19     1812.00      1842.06  1780.777592  1774.166960   6.610632   
2019-08-07     1758.40      1821.56  1862.137153  1863.528670  -1.391517   
2019-08-08     1900.00      1941.01  1871.996259  1868.527473   3.468787   
2019-08-09     1926.54      1917.69  1877.707977  1871.699253   6.008724   
2019-10-09     1953.72      1943.33  1971.014955  1972.431932  -1.416977   
2019-10-10     1942.69      1962.91  1970.001835  1971.817614  -1.815779   
2019-10-15     1992.21      2016.39  1978.537909  1976.017946   2.519963   
2019-10-16     2016.80      2027.63  1984.674421  1979.347756   5.326664   
2019-11-08     1941.00      1879.19  1987.449702  1994.424318  -6.974616   
2019-11-11     1869.00      1896.04  1976.023489  1988.076942 -12.053453   
2019-12-16     1983.47      1995.02  1928.309284  1927.247673   1.061611   
2019-12-17     2000.00      2001.87  1937.504373  1932.062017   5.442357   
2020-01-28     1914.67      1917.45  2000.083660  2005.635451  -5.551791   
2020-01-29     1924.04      1893.95  1986.816952  1998.429938 -11.612986   
2020-05-18     1430.00      1557.43  1420.555695  1420.500514   0.055181   
2020-05-19     1556.29      1547.56  1436.431233  1428.697900   7.733333   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-29           1.0            1.0         0.0  
2019-01-30           1.0            0.0         1.0  
2019-03-05           0.0           -1.0         0.0  
2019-03-06           0.0            0.0        -1.0  
2019-04-11           1.0            1.0         0.0  
2019-04-12           1.0            0.0         1.0  
2019-05-09           0.0           -1.0         0.0  
2019-05-10           0.0            0.0        -1.0  
2019-06-18           1.0            1.0         0.0  
2019-06-19           1.0            0.0         1.0  
2019-08-07           0.0           -1.0         0.0  
2019-08-08           1.0            1.0        -1.0  
2019-08-09           1.0            0.0         1.0  
2019-10-09           0.0           -1.0         0.0  
2019-10-10           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-16           1.0            1.0         0.0  
2019-12-17           1.0            0.0         1.0  
2020-01-28           0.0           -1.0         0.0  
2020-01-29           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_014_SlowMA_30_FastMA_20
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-30     1825.33      1818.70  1753.532129  1752.561886   0.970243   
2019-01-31     1820.37      1832.81  1761.088600  1757.785052   3.303548   
2019-03-06     1748.37      1751.62  1819.944657  1821.231812  -1.287154   
2019-03-07     1746.50      1725.01  1810.902590  1815.012933  -4.110343   
2019-04-12     1827.87      1833.07  1782.827844  1782.000517   0.827328   
2019-04-15     1834.00      1846.23  1788.866175  1786.145567   2.720607   
2019-05-13     1800.00      1777.26  1808.104306  1808.248984  -0.144678   
2019-05-14     1787.12      1793.67  1806.729609  1807.308332  -0.578723   
2019-06-19     1812.00      1842.06  1776.027277  1774.166960   1.860317   
2019-06-20     1862.07      1861.31  1784.149442  1779.789168   4.360273   
2019-11-08     1941.00      1879.19  1992.804776  1994.424318  -1.619541   
2019-11-11     1869.00      1896.04  1983.589083  1988.076942  -4.487859   
2019-12-17     2000.00      2001.87  1932.517811  1932.062017   0.455794   
2019-12-18     2008.67      1991.51  1938.136115  1935.897370   2.238744   
2020-01-29     1924.04      1893.95  1995.204172  1998.429938  -3.225766   
2020-01-30     1871.42      1872.09  1983.479013  1990.278974  -6.799961   
2020-05-19     1556.29      1547.56  1429.518487  1428.697900   0.820586   
2020-05-20     1578.52      1599.15  1445.673869  1439.694810   5.979059   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-30           1.0            1.0         0.0  
2019-01-31           1.0            0.0         1.0  
2019-03-06           0.0           -1.0         0.0  
2019-03-07           0.0            0.0        -1.0  
2019-04-12           1.0            1.0         0.0  
2019-04-15           1.0            0.0         1.0  
2019-05-13           0.0           -1.0         0.0  
2019-05-14           0.0            0.0        -1.0  
2019-06-19           1.0            1.0         0.0  
2019-06-20           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-17           1.0            1.0         0.0  
2019-12-18           1.0            0.0         1.0  
2020-01-29           0.0           -1.0         0.0  
2020-01-30           0.0            0.0        -1.0  
2020-05-19           1.0            1.0         0.0  
2020-05-20           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_015_SlowMA_35_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-24     1748.98      1795.67  1748.658638  1739.480709   9.177929   
2019-01-25     1811.99      1802.20  1766.505759  1743.042469  23.463290   
2019-02-28     1754.00      1697.04  1837.781139  1842.842534  -5.061395   
2019-03-01     1708.20      1714.08  1796.547426  1835.649435 -39.102009   
2019-04-08     1767.92      1788.72  1775.174211  1774.513352   0.660860   
2019-04-09     1776.75      1794.47  1781.606141  1775.623361   5.982780   
2019-05-07     1781.45      1785.00  1809.790374  1815.982619  -6.192245   
2019-05-08     1765.01      1751.63  1790.403583  1812.406132 -22.002549   
2019-06-11     1799.50      1803.63  1773.487703  1762.741717  10.745986   
2019-06-12     1804.17      1798.90  1781.958468  1764.750702  17.207767   
2019-08-05     1819.98      1788.60  1850.994684  1867.496927 -16.502243   
2019-08-06     1799.20      1786.52  1829.503123  1862.998160 -33.495037   
2019-08-09     1926.54      1917.69  1882.501296  1868.076422  14.424874   
2019-08-12     1900.44      1916.89  1893.964197  1870.788310  23.175887   
2019-09-30     1953.00      1962.61  1975.433757  1975.829956  -0.396199   
2019-10-01     1977.00      1978.03  1976.299171  1975.952181   0.346990   
2019-10-02     1969.00      1941.44  1964.679447  1974.034835  -9.355388   
2019-10-03     1936.55      1961.45  1963.602965  1973.335677  -9.732712   
2019-10-14     1964.52      1988.75  1971.269067  1970.399197   0.869870   
2019-10-15     1992.21      2016.39  1986.309378  1972.954243  13.355135   
2019-11-07     1942.20      1849.93  1965.462045  1999.728994 -34.266948   
2019-11-08     1941.00      1879.19  1936.704697  1993.032381 -56.327684   
2019-12-12     1930.85      1948.48  1925.228192  1922.733814   2.494378   
2019-12-13     1960.87      1973.60  1941.352128  1925.559713  15.792414   
2020-01-23     1986.24      1993.20  2014.841566  2017.536877  -2.695311   
2020-01-24     1998.00      1962.96  1997.547711  2014.504828 -16.957117   
2020-02-18     1972.25      1976.28  1961.652479  1959.124322   2.528156   
2020-02-19     1982.76      1968.49  1963.931653  1959.644638   4.287015   
2020-02-21     1965.00      1928.72  1953.745179  1958.517686  -4.772507   
2020-02-24     1830.93      1792.54  1900.010119  1949.296704 -49.286584   
2020-04-29     1487.83      1520.53  1440.810020  1433.477255   7.332765   
2020-04-30     1514.53      1480.57  1454.063347  1436.093518  17.969828   
2020-05-05     1443.25      1393.20  1423.935806  1433.143753  -9.207946   
2020-05-06     1397.46      1378.91  1408.927204  1430.130766 -21.203562   
2020-05-18     1430.00      1557.43  1444.710732  1427.228706  17.482027   
2020-05-19     1556.29      1547.56  1478.993822  1433.913778  45.080044   
2020-06-26     1597.30      1541.25  1600.674407  1609.345305  -8.670898   
2020-06-29     1567.77      1593.22  1598.189605  1608.449455 -10.259850   
2020-07-01     1606.05      1658.79  1617.089824  1610.400903   6.688922   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-24           1.0            1.0         0.0  
2019-01-25           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-04-08           1.0            1.0         0.0  
2019-04-09           1.0            0.0         1.0  
2019-05-07           0.0           -1.0         0.0  
2019-05-08           0.0            0.0        -1.0  
2019-06-11           1.0            1.0         0.0  
2019-06-12           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-09           1.0            1.0         0.0  
2019-08-12           1.0            0.0         1.0  
2019-09-30           0.0           -1.0         0.0  
2019-10-01           1.0            1.0        -1.0  
2019-10-02           0.0           -1.0         1.0  
2019-10-03           0.0            0.0        -1.0  
2019-10-14           1.0            1.0         0.0  
2019-10-15           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-12           1.0            1.0         0.0  
2019-12-13           1.0            0.0         1.0  
2020-01-23           0.0           -1.0         0.0  
2020-01-24           0.0            0.0        -1.0  
2020-02-18           1.0            1.0         0.0  
2020-02-19           1.0            0.0         1.0  
2020-02-21           0.0           -1.0         0.0  
2020-02-24           0.0            0.0        -1.0  
2020-04-29           1.0            1.0         0.0  
2020-04-30           1.0            0.0         1.0  
2020-05-05           0.0           -1.0         0.0  
2020-05-06           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-26           0.0           -1.0         0.0  
2020-06-29           0.0            0.0        -1.0  
2020-07-01           1.0            1.0         0.0  

List the signal change and entry/exit points for EMA_016_SlowMA_35_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-28     1787.62      1813.60  1755.321450  1747.044417   8.277033   
2019-01-29     1816.62      1808.80  1765.044832  1750.543058  14.501774   
2019-03-04     1723.66      1707.82  1815.097510  1828.510659 -13.413148   
2019-03-05     1715.00      1745.93  1802.521599  1823.900190 -21.378591   
2019-04-10     1793.85      1806.00  1778.734513  1777.312830   1.421682   
2019-04-11     1810.00      1818.59  1785.980965  1779.608417   6.372548   
2019-05-08     1765.01      1751.63  1810.603370  1812.406132  -1.802761   
2019-05-09     1729.43      1736.03  1797.044576  1808.161509 -11.116933   
2019-06-13     1802.05      1809.52  1770.830991  1767.238108   3.592883   
2019-06-14     1808.20      1775.50  1771.679902  1767.697141   3.982760   
2019-08-06     1799.20      1786.52  1857.919655  1862.998160  -5.078505   
2019-08-07     1758.40      1821.56  1851.308809  1860.696016  -9.387208   
2019-08-08     1900.00      1941.01  1867.618116  1865.157947   2.460169   
2019-08-09     1926.54      1917.69  1876.722095  1868.076422   8.645674   
2019-10-08     1937.05      1938.19  1967.332285  1970.729405  -3.397119   
2019-10-09     1953.72      1943.33  1962.968234  1969.207214  -6.238981   
2019-10-15     1992.21      2016.39  1978.240544  1972.954243   5.286300   
2019-10-16     2016.80      2027.63  1987.220445  1975.991787  11.228657   
2019-11-07     1942.20      1849.93  1994.876742  1999.728994  -4.852252   
2019-11-08     1941.00      1879.19  1973.842789  1993.032381 -19.189593   
2019-12-16     1983.47      1995.02  1937.990317  1929.418618   8.571699   
2019-12-17     2000.00      2001.87  1949.604805  1933.443695  16.161110   
2020-01-27     1906.41      1908.89  1999.350830  2008.637338  -9.286508   
2020-01-28     1914.67      1917.45  1984.459770  2003.571374 -19.111604   
2020-05-19     1556.29      1547.56  1448.786484  1433.913778  14.872706   
2020-05-20     1578.52      1599.15  1476.125305  1443.093568  33.031737   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-28           1.0            1.0         0.0  
2019-01-29           1.0            0.0         1.0  
2019-03-04           0.0           -1.0         0.0  
2019-03-05           0.0            0.0        -1.0  
2019-04-10           1.0            1.0         0.0  
2019-04-11           1.0            0.0         1.0  
2019-05-08           0.0           -1.0         0.0  
2019-05-09           0.0            0.0        -1.0  
2019-06-13           1.0            1.0         0.0  
2019-06-14           1.0            0.0         1.0  
2019-08-06           0.0           -1.0         0.0  
2019-08-07           0.0            0.0        -1.0  
2019-08-08           1.0            1.0         0.0  
2019-08-09           1.0            0.0         1.0  
2019-10-08           0.0           -1.0         0.0  
2019-10-09           0.0            0.0        -1.0  
2019-10-15           1.0            1.0         0.0  
2019-10-16           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-16           1.0            1.0         0.0  
2019-12-17           1.0            0.0         1.0  
2020-01-27           0.0           -1.0         0.0  
2020-01-28           0.0            0.0        -1.0  
2020-05-19           1.0            1.0         0.0  
2020-05-20           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_017_SlowMA_35_FastMA_15
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-29     1816.62      1808.80  1751.628009  1750.543058   1.084951   
2019-01-30     1825.33      1818.70  1760.012739  1754.400123   5.612616   
2019-03-05     1715.00      1745.93  1821.170962  1823.900190  -2.729228   
2019-03-06     1748.37      1751.62  1812.477061  1819.865902  -7.388841   
2019-04-12     1827.87      1833.07  1786.287695  1782.581453   3.706243   
2019-04-15     1834.00      1846.23  1793.780484  1786.120798   7.659686   
2019-05-09     1729.43      1736.03  1806.580834  1808.161509  -1.580674   
2019-05-10     1825.00      1829.85  1809.489480  1809.366828   0.122652   
2019-05-13     1800.00      1777.26  1805.460795  1807.582552  -2.121757   
2019-05-14     1787.12      1793.67  1803.986946  1806.809401  -2.822456   
2019-06-18     1808.38      1808.99  1772.022962  1770.710919   1.312043   
2019-06-19     1812.00      1842.06  1780.777592  1774.675041   6.102551   
2019-11-08     1941.00      1879.19  1987.449702  1993.032381  -5.582680   
2019-11-11     1869.00      1896.04  1976.023489  1987.643914 -11.620426   
2019-12-17     2000.00      2001.87  1937.504373  1933.443695   4.060678   
2019-12-18     2008.67      1991.51  1944.255077  1936.669601   7.585475   
2020-01-28     1914.67      1917.45  2000.083660  2003.571374  -3.487715   
2020-01-29     1924.04      1893.95  1986.816952  1997.481298 -10.664346   
2020-05-19     1556.29      1547.56  1436.431233  1433.913778   2.517455   
2020-05-20     1578.52      1599.15  1456.771079  1443.093568  13.677511   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-29           1.0            1.0         0.0  
2019-01-30           1.0            0.0         1.0  
2019-03-05           0.0           -1.0         0.0  
2019-03-06           0.0            0.0        -1.0  
2019-04-12           1.0            1.0         0.0  
2019-04-15           1.0            0.0         1.0  
2019-05-09           0.0           -1.0         0.0  
2019-05-10           1.0            1.0        -1.0  
2019-05-13           0.0           -1.0         1.0  
2019-05-14           0.0            0.0        -1.0  
2019-06-18           1.0            1.0         0.0  
2019-06-19           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-17           1.0            1.0         0.0  
2019-12-18           1.0            0.0         1.0  
2020-01-28           0.0           -1.0         0.0  
2020-01-29           0.0            0.0        -1.0  
2020-05-19           1.0            1.0         0.0  
2020-05-20           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_018_SlowMA_35_FastMA_20
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-31     1820.37      1832.81  1761.088600  1758.832821   2.255779   
2019-02-01     1824.05      1836.96  1768.319814  1763.245227   5.074587   
2019-03-07     1746.50      1725.01  1810.902590  1814.572931  -3.670341   
2019-03-08     1708.04      1715.82  1801.846497  1809.063853  -7.217356   
2019-04-12     1827.87      1833.07  1782.827844  1782.581453   0.246391   
2019-04-15     1834.00      1846.23  1788.866175  1786.120798   2.745377   
2019-05-14     1787.12      1793.67  1806.729609  1806.809401  -0.079792   
2019-05-15     1778.60      1789.43  1805.082026  1805.843607  -0.761580   
2019-06-19     1812.00      1842.06  1776.027277  1774.675041   1.352237   
2019-06-20     1862.07      1861.31  1784.149442  1779.488419   4.661023   
2019-11-08     1941.00      1879.19  1992.804776  1993.032381  -0.227605   
2019-11-11     1869.00      1896.04  1983.589083  1987.643914  -4.054831   
2019-12-18     2008.67      1991.51  1938.136115  1936.669601   1.466513   
2019-12-19     1996.00      2003.12  1944.325056  1940.361290   3.963766   
2020-01-29     1924.04      1893.95  1995.204172  1997.481298  -2.277126   
2020-01-30     1871.42      1872.09  1983.479013  1990.515115  -7.036102   
2020-05-20     1578.52      1599.15  1445.673869  1443.093568   2.580301   
2020-05-21     1605.00      1595.68  1459.960167  1451.570592   8.389575   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-31           1.0            1.0         0.0  
2019-02-01           1.0            0.0         1.0  
2019-03-07           0.0           -1.0         0.0  
2019-03-08           0.0            0.0        -1.0  
2019-04-12           1.0            1.0         0.0  
2019-04-15           1.0            0.0         1.0  
2019-05-14           0.0           -1.0         0.0  
2019-05-15           0.0            0.0        -1.0  
2019-06-19           1.0            1.0         0.0  
2019-06-20           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-18           1.0            1.0         0.0  
2019-12-19           1.0            0.0         1.0  
2020-01-29           0.0           -1.0         0.0  
2020-01-30           0.0            0.0        -1.0  
2020-05-20           1.0            1.0         0.0  
2020-05-21           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_019_SlowMA_40_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-24     1748.98      1795.67  1748.658638  1744.139996   4.518642   
2019-01-25     1811.99      1802.20  1766.505759  1747.075096  19.430663   
2019-02-28     1754.00      1697.04  1837.781139  1837.938396  -0.157257   
2019-03-01     1708.20      1714.08  1796.547426  1831.832057 -35.284631   
2019-04-09     1776.75      1794.47  1781.606141  1777.407581   4.198560   
2019-04-10     1793.85      1806.00  1789.737427  1778.805973  10.931454   
2019-05-07     1781.45      1785.00  1809.790374  1813.959035  -4.168661   
2019-05-08     1765.01      1751.63  1790.403583  1810.915532 -20.511949   
2019-06-11     1799.50      1803.63  1773.487703  1765.607352   7.880351   
2019-06-12     1804.17      1798.90  1781.958468  1767.231876  14.726592   
2019-08-05     1819.98      1788.60  1850.994684  1863.155407 -12.160723   
2019-08-06     1799.20      1786.52  1829.503123  1859.416925 -29.913803   
2019-08-08     1900.00      1941.01  1864.906943  1861.640569   3.266374   
2019-08-09     1926.54      1917.69  1882.501296  1864.374794  18.126501   
2019-10-02     1969.00      1941.44  1964.679447  1968.246309  -3.566861   
2019-10-03     1936.55      1961.45  1963.602965  1967.914779  -4.311814   
2019-10-04     1970.64      1983.20  1970.135310  1968.660404   1.474906   
2019-10-07     1971.01      1951.56  1963.943540  1967.826234  -3.882694   
2019-10-08     1937.05      1938.19  1955.359027  1966.380556 -11.021530   
2019-10-14     1964.52      1988.75  1971.269067  1966.851909   4.417158   
2019-10-15     1992.21      2016.39  1986.309378  1969.268410  17.040968   
2019-11-07     1942.20      1849.93  1965.462045  1996.525498 -31.063453   
2019-11-08     1941.00      1879.19  1936.704697  1990.801806 -54.097110   
2019-12-13     1960.87      1973.60  1941.352128  1928.237102  13.115026   
2019-12-16     1983.47      1995.02  1959.241419  1931.494806  27.746613   
2020-01-24     1998.00      1962.96  1997.547711  2010.450505 -12.902794   
2020-01-27     1906.41      1908.89  1967.995140  2005.496334 -37.501193   
2020-02-18     1972.25      1976.28  1961.652479  1961.194502   0.457977   
2020-02-19     1982.76      1968.49  1963.931653  1961.550380   2.381273   
2020-02-21     1965.00      1928.72  1953.745179  1960.383193  -6.638014   
2020-02-24     1830.93      1792.54  1900.010119  1952.195720 -52.185601   
2020-04-30     1514.53      1480.57  1454.063347  1451.616652   2.446694   
2020-05-01     1442.75      1448.79  1452.305564  1451.478767   0.826798   
2020-05-04     1415.73      1413.30  1439.303710  1449.616388 -10.312678   
2020-05-05     1443.25      1393.20  1423.935806  1446.864369 -22.928562   
2020-05-18     1430.00      1557.43  1444.710732  1436.423581   8.287151   
2020-05-19     1556.29      1547.56  1478.993822  1441.844870  37.148952   
2020-06-26     1597.30      1541.25  1600.674407  1602.432681  -1.758273   
2020-06-29     1567.77      1593.22  1598.189605  1601.983282  -3.793677   
2020-07-01     1606.05      1658.79  1617.089824  1604.306884  12.782941   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-24           1.0            1.0         0.0  
2019-01-25           1.0            0.0         1.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-01           0.0            0.0        -1.0  
2019-04-09           1.0            1.0         0.0  
2019-04-10           1.0            0.0         1.0  
2019-05-07           0.0           -1.0         0.0  
2019-05-08           0.0            0.0        -1.0  
2019-06-11           1.0            1.0         0.0  
2019-06-12           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-08           1.0            1.0         0.0  
2019-08-09           1.0            0.0         1.0  
2019-10-02           0.0           -1.0         0.0  
2019-10-03           0.0            0.0        -1.0  
2019-10-04           1.0            1.0         0.0  
2019-10-07           0.0           -1.0         1.0  
2019-10-08           0.0            0.0        -1.0  
2019-10-14           1.0            1.0         0.0  
2019-10-15           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-13           1.0            1.0         0.0  
2019-12-16           1.0            0.0         1.0  
2020-01-24           0.0           -1.0         0.0  
2020-01-27           0.0            0.0        -1.0  
2020-02-18           1.0            1.0         0.0  
2020-02-19           1.0            0.0         1.0  
2020-02-21           0.0           -1.0         0.0  
2020-02-24           0.0            0.0        -1.0  
2020-04-30           1.0            1.0         0.0  
2020-05-01           1.0            0.0         1.0  
2020-05-04           0.0           -1.0         0.0  
2020-05-05           0.0            0.0        -1.0  
2020-05-18           1.0            1.0         0.0  
2020-05-19           1.0            0.0         1.0  
2020-06-26           0.0           -1.0         0.0  
2020-06-29           0.0            0.0        -1.0  
2020-07-01           1.0            1.0         0.0  

List the signal change and entry/exit points for EMA_020_SlowMA_40_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-28     1787.62      1813.60  1755.321450  1750.432170   4.889280   
2019-01-29     1816.62      1808.80  1765.044832  1753.372662  11.672170   
2019-03-04     1723.66      1707.82  1815.097510  1825.721324 -10.623813   
2019-03-05     1715.00      1745.93  1802.521599  1821.791525 -19.269926   
2019-04-11     1810.00      1818.59  1785.980965  1780.751474   5.229491   
2019-04-12     1827.87      1833.07  1794.542608  1783.309621  11.232987   
2019-05-08     1765.01      1751.63  1810.603370  1810.915532  -0.312162   
2019-05-09     1729.43      1736.03  1797.044576  1807.259079 -10.214503   
2019-06-13     1802.05      1809.52  1770.830991  1769.295306   1.535685   
2019-06-14     1808.20      1775.50  1771.679902  1769.598057   2.081845   
2019-08-06     1799.20      1786.52  1857.919655  1859.416925  -1.497270   
2019-08-07     1758.40      1821.56  1851.308809  1857.570166  -6.261358   
2019-08-08     1900.00      1941.01  1867.618116  1861.640569   5.977547   
2019-08-09     1926.54      1917.69  1876.722095  1864.374794  12.347301   
2019-10-09     1953.72      1943.33  1962.968234  1965.256134  -2.287900   
2019-10-10     1942.69      1962.91  1962.957646  1965.141688  -2.184042   
2019-10-14     1964.52      1988.75  1969.762887  1966.851909   2.910978   
2019-10-15     1992.21      2016.39  1978.240544  1969.268410   8.972133   
2019-11-07     1942.20      1849.93  1994.876742  1996.525498  -1.648757   
2019-11-08     1941.00      1879.19  1973.842789  1990.801806 -16.959018   
2019-12-16     1983.47      1995.02  1937.990317  1931.494806   6.495512   
2019-12-17     2000.00      2001.87  1949.604805  1934.927743  14.677062   
2020-01-27     1906.41      1908.89  1999.350830  2005.496334  -6.145503   
2020-01-28     1914.67      1917.45  1984.459770  2001.201390 -16.741620   
2020-05-19     1556.29      1547.56  1448.786484  1441.844870   6.941614   
2020-05-20     1578.52      1599.15  1476.125305  1449.518291  26.607014   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-28           1.0            1.0         0.0  
2019-01-29           1.0            0.0         1.0  
2019-03-04           0.0           -1.0         0.0  
2019-03-05           0.0            0.0        -1.0  
2019-04-11           1.0            1.0         0.0  
2019-04-12           1.0            0.0         1.0  
2019-05-08           0.0           -1.0         0.0  
2019-05-09           0.0            0.0        -1.0  
2019-06-13           1.0            1.0         0.0  
2019-06-14           1.0            0.0         1.0  
2019-08-06           0.0           -1.0         0.0  
2019-08-07           0.0            0.0        -1.0  
2019-08-08           1.0            1.0         0.0  
2019-08-09           1.0            0.0         1.0  
2019-10-09           0.0           -1.0         0.0  
2019-10-10           0.0            0.0        -1.0  
2019-10-14           1.0            1.0         0.0  
2019-10-15           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-16           1.0            1.0         0.0  
2019-12-17           1.0            0.0         1.0  
2020-01-27           0.0           -1.0         0.0  
2020-01-28           0.0            0.0        -1.0  
2020-05-19           1.0            1.0         0.0  
2020-05-20           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_021_SlowMA_40_FastMA_15
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-30     1825.33      1818.70  1760.012739  1756.658513   3.354226   
2019-01-31     1820.37      1832.81  1769.113091  1760.482996   8.630096   
2019-03-05     1715.00      1745.93  1821.170962  1821.791525  -0.620563   
2019-03-06     1748.37      1751.62  1812.477061  1818.337136  -5.860075   
2019-04-12     1827.87      1833.07  1786.287695  1783.309621   2.978074   
2019-04-15     1834.00      1846.23  1793.780484  1786.385799   7.394685   
2019-05-09     1729.43      1736.03  1806.580834  1807.259079  -0.678245   
2019-05-10     1825.00      1829.85  1809.489480  1808.362079   1.127401   
2019-05-13     1800.00      1777.26  1805.460795  1806.843590  -1.382795   
2019-05-14     1787.12      1793.67  1803.986946  1806.200446  -2.213500   
2019-06-19     1812.00      1842.06  1780.777592  1775.483348   5.294244   
2019-06-20     1862.07      1861.31  1790.844143  1779.670954  11.173189   
2019-11-08     1941.00      1879.19  1987.449702  1990.801806  -3.352105   
2019-11-11     1869.00      1896.04  1976.023489  1986.179272 -10.155783   
2019-12-17     2000.00      2001.87  1937.504373  1934.927743   2.576630   
2019-12-18     2008.67      1991.51  1944.255077  1937.687855   6.567222   
2020-01-28     1914.67      1917.45  2000.083660  2001.201390  -1.117731   
2020-01-29     1924.04      1893.95  1986.816952  1995.969614  -9.152662   
2020-05-20     1578.52      1599.15  1456.771079  1449.518291   7.252788   
2020-05-21     1605.00      1595.68  1474.134694  1456.648130  17.486564   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-30           1.0            1.0         0.0  
2019-01-31           1.0            0.0         1.0  
2019-03-05           0.0           -1.0         0.0  
2019-03-06           0.0            0.0        -1.0  
2019-04-12           1.0            1.0         0.0  
2019-04-15           1.0            0.0         1.0  
2019-05-09           0.0           -1.0         0.0  
2019-05-10           1.0            1.0        -1.0  
2019-05-13           0.0           -1.0         1.0  
2019-05-14           0.0            0.0        -1.0  
2019-06-19           1.0            1.0         0.0  
2019-06-20           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-17           1.0            1.0         0.0  
2019-12-18           1.0            0.0         1.0  
2020-01-28           0.0           -1.0         0.0  
2020-01-29           0.0            0.0        -1.0  
2020-05-20           1.0            1.0         0.0  
2020-05-21           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_022_SlowMA_40_FastMA_20
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-31     1820.37      1832.81  1761.088600  1760.482996   0.605605   
2019-02-01     1824.05      1836.96  1768.319814  1764.318297   4.001517   
2019-03-07     1746.50      1725.01  1810.902590  1813.744901  -2.842311   
2019-03-08     1708.04      1715.82  1801.846497  1808.928479  -7.081982   
2019-04-15     1834.00      1846.23  1788.866175  1786.385799   2.480376   
2019-04-16     1851.80      1841.70  1793.897990  1789.089814   4.808177   
2019-05-15     1778.60      1789.43  1805.082026  1805.381733  -0.299707   
2019-05-16     1790.00      1803.31  1804.913262  1805.280598  -0.367336   
2019-06-19     1812.00      1842.06  1776.027277  1775.483348   0.543929   
2019-06-20     1862.07      1861.31  1784.149442  1779.670954   4.478488   
2019-11-11     1869.00      1896.04  1983.589083  1986.179272  -2.590189   
2019-11-12     1901.35      1875.84  1973.327266  1980.796861  -7.469595   
2019-12-18     2008.67      1991.51  1938.136115  1937.687855   0.448260   
2019-12-19     1996.00      2003.12  1944.325056  1940.879668   3.445388   
2020-01-29     1924.04      1893.95  1995.204172  1995.969614  -0.765442   
2020-01-30     1871.42      1872.09  1983.479013  1989.926706  -6.447693   
2020-05-21     1605.00      1595.68  1459.960167  1456.648130   3.312037   
2020-05-22     1591.74      1631.30  1476.278246  1465.167734  11.110513   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-31           1.0            1.0         0.0  
2019-02-01           1.0            0.0         1.0  
2019-03-07           0.0           -1.0         0.0  
2019-03-08           0.0            0.0        -1.0  
2019-04-15           1.0            1.0         0.0  
2019-04-16           1.0            0.0         1.0  
2019-05-15           0.0           -1.0         0.0  
2019-05-16           0.0            0.0        -1.0  
2019-06-19           1.0            1.0         0.0  
2019-06-20           1.0            0.0         1.0  
2019-11-11           0.0           -1.0         0.0  
2019-11-12           0.0            0.0        -1.0  
2019-12-18           1.0            1.0         0.0  
2019-12-19           1.0            0.0         1.0  
2020-01-29           0.0           -1.0         0.0  
2020-01-30           0.0            0.0        -1.0  
2020-05-21           1.0            1.0         0.0  
2020-05-22           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_023_SlowMA_45_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-24     1748.98      1795.67  1748.658638  1748.292451   0.366188   
2019-01-25     1811.99      1802.20  1766.505759  1750.761905  15.743854   
2019-03-01     1708.20      1714.08  1796.547426  1828.690382 -32.142956   
2019-03-04     1723.66      1707.82  1766.971617  1823.345642 -56.374025   
2019-04-09     1776.75      1794.47  1781.606141  1778.964523   2.641618   
2019-04-10     1793.85      1806.00  1789.737427  1780.145936   9.591491   
2019-05-07     1781.45      1785.00  1809.790374  1812.274086  -2.483712   
2019-05-08     1765.01      1751.63  1790.403583  1809.631660 -19.228077   
2019-06-11     1799.50      1803.63  1773.487703  1768.085314   5.402388   
2019-06-12     1804.17      1798.90  1781.958468  1769.426083  12.532385   
2019-08-05     1819.98      1788.60  1850.994684  1859.075024  -8.080340   
2019-08-06     1799.20      1786.52  1829.503123  1855.920023 -26.416900   
2019-08-08     1900.00      1941.01  1864.906943  1858.190912   6.716031   
2019-08-09     1926.54      1917.69  1882.501296  1860.778141  21.723155   
2019-10-08     1937.05      1938.19  1955.359027  1961.701286  -6.342260   
2019-10-09     1953.72      1943.33  1951.349351  1960.902520  -9.553169   
2019-10-11     1984.30      1977.18  1962.528600  1961.693737   0.834864   
2019-10-14     1964.52      1988.75  1971.269067  1962.870115   8.398952   
2019-11-07     1942.20      1849.93  1965.462045  1992.931750 -27.469705   
2019-11-08     1941.00      1879.19  1936.704697  1987.986422 -51.281725   
2019-12-13     1960.87      1973.60  1941.352128  1930.424673  10.927455   
2019-12-16     1983.47      1995.02  1959.241419  1933.233172  26.008246   
2020-01-24     1998.00      1962.96  1997.547711  2006.707164  -9.159453   
2020-01-27     1906.41      1908.89  1967.995140  2002.454241 -34.459100   
2020-02-19     1982.76      1968.49  1963.931653  1962.921293   1.010360   
2020-02-20     1960.00      1970.91  1966.257768  1963.268628   2.989141   
2020-02-21     1965.00      1928.72  1953.745179  1961.766513  -8.021334   
2020-02-24     1830.93      1792.54  1900.010119  1954.408836 -54.398717   
2020-05-19     1556.29      1547.56  1478.993822  1451.705605  27.288216   
2020-05-20     1578.52      1599.15  1519.045881  1458.116231  60.929650   
2020-06-30     1583.90      1592.34  1596.239737  1596.772300  -0.532563   
2020-07-01     1606.05      1658.79  1617.089824  1599.468722  17.621103   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-24           1.0            1.0         0.0  
2019-01-25           1.0            0.0         1.0  
2019-03-01           0.0           -1.0         0.0  
2019-03-04           0.0            0.0        -1.0  
2019-04-09           1.0            1.0         0.0  
2019-04-10           1.0            0.0         1.0  
2019-05-07           0.0           -1.0         0.0  
2019-05-08           0.0            0.0        -1.0  
2019-06-11           1.0            1.0         0.0  
2019-06-12           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-08           1.0            1.0         0.0  
2019-08-09           1.0            0.0         1.0  
2019-10-08           0.0           -1.0         0.0  
2019-10-09           0.0            0.0        -1.0  
2019-10-11           1.0            1.0         0.0  
2019-10-14           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-13           1.0            1.0         0.0  
2019-12-16           1.0            0.0         1.0  
2020-01-24           0.0           -1.0         0.0  
2020-01-27           0.0            0.0        -1.0  
2020-02-19           1.0            1.0         0.0  
2020-02-20           1.0            0.0         1.0  
2020-02-21           0.0           -1.0         0.0  
2020-02-24           0.0            0.0        -1.0  
2020-05-19           1.0            1.0         0.0  
2020-05-20           1.0            0.0         1.0  
2020-06-30           0.0           -1.0         0.0  
2020-07-01           1.0            1.0        -1.0  

List the signal change and entry/exit points for EMA_024_SlowMA_45_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-28     1787.62      1813.60  1755.321450  1753.633766   1.687684   
2019-01-29     1816.62      1808.80  1765.044832  1756.149408   8.895425   
2019-03-04     1723.66      1707.82  1815.097510  1823.345642  -8.248132   
2019-03-05     1715.00      1745.93  1802.521599  1819.924951 -17.403351   
2019-04-11     1810.00      1818.59  1785.980965  1781.825519   4.155446   
2019-04-12     1827.87      1833.07  1794.542608  1784.063868  10.478740   
2019-05-09     1729.43      1736.03  1797.044576  1806.424941  -9.380365   
2019-05-10     1825.00      1829.85  1803.009198  1807.445445  -4.436247   
2019-06-14     1808.20      1775.50  1771.679902  1771.358907   0.320995   
2019-06-17     1776.00      1781.41  1773.449011  1771.796196   1.652814   
2019-08-07     1758.40      1821.56  1851.308809  1854.425912  -3.117103   
2019-08-08     1900.00      1941.01  1867.618116  1858.190912   9.427204   
2019-08-09     1926.54      1917.69  1876.722095  1860.778141  15.943954   
2019-11-08     1941.00      1879.19  1973.842789  1987.986422 -14.143633   
2019-11-11     1869.00      1896.04  1959.696827  1983.988724 -24.291897   
2019-12-16     1983.47      1995.02  1937.990317  1933.233172   4.757145   
2019-12-17     2000.00      2001.87  1949.604805  1936.217389  13.387416   
2020-01-27     1906.41      1908.89  1999.350830  2002.454241  -3.103410   
2020-01-28     1914.67      1917.45  1984.459770  1998.758402 -14.298632   
2020-05-20     1578.52      1599.15  1476.125305  1458.116231  18.009074   
2020-05-21     1605.00      1595.68  1497.862522  1464.097265  33.765258   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-28           1.0            1.0         0.0  
2019-01-29           1.0            0.0         1.0  
2019-03-04           0.0           -1.0         0.0  
2019-03-05           0.0            0.0        -1.0  
2019-04-11           1.0            1.0         0.0  
2019-04-12           1.0            0.0         1.0  
2019-05-09           0.0           -1.0         0.0  
2019-05-10           0.0            0.0        -1.0  
2019-06-14           1.0            1.0         0.0  
2019-06-17           1.0            0.0         1.0  
2019-08-07           0.0           -1.0         0.0  
2019-08-08           1.0            1.0        -1.0  
2019-08-09           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-16           1.0            1.0         0.0  
2019-12-17           1.0            0.0         1.0  
2020-01-27           0.0           -1.0         0.0  
2020-01-28           0.0            0.0        -1.0  
2020-05-20           1.0            1.0         0.0  
2020-05-21           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_025_SlowMA_45_FastMA_15
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-30     1825.33      1818.70  1760.012739  1758.995742   1.016997   
2019-01-31     1820.37      1832.81  1769.113091  1762.347832   6.765260   
2019-03-06     1748.37      1751.62  1812.477061  1816.908959  -4.431898   
2019-03-07     1746.50      1725.01  1801.543644  1812.853922 -11.310278   
2019-04-12     1827.87      1833.07  1786.287695  1784.063868   2.223828   
2019-04-15     1834.00      1846.23  1793.780484  1786.778725   7.001759   
2019-05-13     1800.00      1777.26  1805.460795  1806.130540  -0.669745   
2019-05-14     1787.12      1793.67  1803.986946  1805.587793  -1.600848   
2019-06-19     1812.00      1842.06  1780.777592  1776.400706   4.376886   
2019-06-20     1862.07      1861.31  1790.844143  1780.094524  10.749619   
2019-11-08     1941.00      1879.19  1987.449702  1987.986422  -0.536720   
2019-11-11     1869.00      1896.04  1976.023489  1983.988724  -7.965236   
2019-12-17     2000.00      2001.87  1937.504373  1936.217389   1.286984   
2019-12-18     2008.67      1991.51  1944.255077  1938.621420   5.633656   
2020-01-29     1924.04      1893.95  1986.816952  1994.201512  -7.384560   
2020-01-30     1871.42      1872.09  1972.476083  1988.892312 -16.416229   
2020-05-21     1605.00      1595.68  1474.134694  1464.097265  10.037429   
2020-05-22     1591.74      1631.30  1493.780357  1471.366949  22.413408   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-30           1.0            1.0         0.0  
2019-01-31           1.0            0.0         1.0  
2019-03-06           0.0           -1.0         0.0  
2019-03-07           0.0            0.0        -1.0  
2019-04-12           1.0            1.0         0.0  
2019-04-15           1.0            0.0         1.0  
2019-05-13           0.0           -1.0         0.0  
2019-05-14           0.0            0.0        -1.0  
2019-06-19           1.0            1.0         0.0  
2019-06-20           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-17           1.0            1.0         0.0  
2019-12-18           1.0            0.0         1.0  
2020-01-29           0.0           -1.0         0.0  
2020-01-30           0.0            0.0        -1.0  
2020-05-21           1.0            1.0         0.0  
2020-05-22           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_026_SlowMA_45_FastMA_20
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-02-01     1824.05      1836.96  1768.319814  1765.729615   2.590199   
2019-02-04     1840.39      1860.99  1777.151476  1770.039318   7.112158   
2019-03-07     1746.50      1725.01  1810.902590  1812.853922  -1.951332   
2019-03-08     1708.04      1715.82  1801.846497  1808.575073  -6.728576   
2019-04-15     1834.00      1846.23  1788.866175  1786.778725   2.087450   
2019-04-16     1851.80      1841.70  1793.897990  1789.176729   4.721261   
2019-05-17     1786.37      1787.29  1803.234855  1804.052318  -0.817463   
2019-05-20     1769.73      1752.23  1798.377248  1801.795747  -3.418499   
2019-06-20     1862.07      1861.31  1784.149442  1780.094524   4.054918   
2019-06-21     1859.36      1880.00  1793.278067  1784.440615   8.837452   
2019-11-11     1869.00      1896.04  1983.589083  1983.988724  -0.399641   
2019-11-12     1901.35      1875.84  1973.327266  1979.286576  -5.959310   
2019-12-19     1996.00      2003.12  1944.325056  1941.425712   2.899344   
2019-12-20     2017.00      2023.26  1951.842670  1944.983731   6.858938   
2020-01-30     1871.42      1872.09  1983.479013  1988.892312  -5.413299   
2020-01-31     1865.93      1830.55  1968.914345  1982.007860 -13.093515   
2020-05-22     1591.74      1631.30  1476.278246  1471.366949   4.911297   
2020-05-26     1704.32      1746.91  1502.052699  1483.347082  18.705617   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-02-01           1.0            1.0         0.0  
2019-02-04           1.0            0.0         1.0  
2019-03-07           0.0           -1.0         0.0  
2019-03-08           0.0            0.0        -1.0  
2019-04-15           1.0            1.0         0.0  
2019-04-16           1.0            0.0         1.0  
2019-05-17           0.0           -1.0         0.0  
2019-05-20           0.0            0.0        -1.0  
2019-06-20           1.0            1.0         0.0  
2019-06-21           1.0            0.0         1.0  
2019-11-11           0.0           -1.0         0.0  
2019-11-12           0.0            0.0        -1.0  
2019-12-19           1.0            1.0         0.0  
2019-12-20           1.0            0.0         1.0  
2020-01-30           0.0           -1.0         0.0  
2020-01-31           0.0            0.0        -1.0  
2020-05-22           1.0            1.0         0.0  
2020-05-26           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_027_SlowMA_50_FastMA_05
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-25     1811.99      1802.20  1766.505759  1754.061832  12.443927   
2019-01-28     1787.62      1813.60  1782.203839  1756.561251  25.642588   
2019-03-01     1708.20      1714.08  1796.547426  1826.138376 -29.590950   
2019-03-04     1723.66      1707.82  1766.971617  1821.378439 -54.406821   
2019-04-09     1776.75      1794.47  1781.606141  1780.320886   1.285255   
2019-04-10     1793.85      1806.00  1789.737427  1781.336605   8.400823   
2019-05-07     1781.45      1785.00  1809.790374  1810.875395  -1.085021   
2019-05-08     1765.01      1751.63  1790.403583  1808.542708 -18.139126   
2019-06-11     1799.50      1803.63  1773.487703  1770.225765   3.261938   
2019-06-12     1804.17      1798.90  1781.958468  1771.351970  10.606498   
2019-08-05     1819.98      1788.60  1850.994684  1855.317894  -4.323210   
2019-08-06     1799.20      1786.52  1829.503123  1852.619033 -23.115910   
2019-08-08     1900.00      1941.01  1864.906943  1854.915819   9.991124   
2019-08-09     1926.54      1917.69  1882.501296  1857.378284  25.123012   
2019-10-08     1937.05      1938.19  1955.359027  1956.889523  -1.530496   
2019-10-09     1953.72      1943.33  1951.349351  1956.357747  -5.008396   
2019-10-11     1984.30      1977.18  1962.528600  1957.421235   5.107365   
2019-10-14     1964.52      1988.75  1971.269067  1958.649875  12.619192   
2019-11-07     1942.20      1849.93  1965.462045  1989.076615 -23.614570   
2019-11-08     1941.00      1879.19  1936.704697  1984.767237 -48.062540   
2019-12-13     1960.87      1973.60  1941.352128  1932.071832   9.280296   
2019-12-16     1983.47      1995.02  1959.241419  1934.540408  24.701010   
2020-01-24     1998.00      1962.96  1997.547711  2003.244280  -5.696569   
2020-01-27     1906.41      1908.89  1967.995140  1999.544101 -31.548961   
2020-02-19     1982.76      1968.49  1963.931653  1963.850093   0.081560   
2020-02-20     1960.00      1970.91  1966.257768  1964.126952   2.130816   
2020-02-21     1965.00      1928.72  1953.745179  1962.738442  -8.993263   
2020-02-24     1830.93      1792.54  1900.010119  1956.063985 -56.053865   
2020-05-19     1556.29      1547.56  1478.993822  1462.839017  16.154804   
2020-05-20     1578.52      1599.15  1519.045881  1468.184547  50.861334   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-25           1.0            1.0         0.0  
2019-01-28           1.0            0.0         1.0  
2019-03-01           0.0           -1.0         0.0  
2019-03-04           0.0            0.0        -1.0  
2019-04-09           1.0            1.0         0.0  
2019-04-10           1.0            0.0         1.0  
2019-05-07           0.0           -1.0         0.0  
2019-05-08           0.0            0.0        -1.0  
2019-06-11           1.0            1.0         0.0  
2019-06-12           1.0            0.0         1.0  
2019-08-05           0.0           -1.0         0.0  
2019-08-06           0.0            0.0        -1.0  
2019-08-08           1.0            1.0         0.0  
2019-08-09           1.0            0.0         1.0  
2019-10-08           0.0           -1.0         0.0  
2019-10-09           0.0            0.0        -1.0  
2019-10-11           1.0            1.0         0.0  
2019-10-14           1.0            0.0         1.0  
2019-11-07           0.0           -1.0         0.0  
2019-11-08           0.0            0.0        -1.0  
2019-12-13           1.0            1.0         0.0  
2019-12-16           1.0            0.0         1.0  
2020-01-24           0.0           -1.0         0.0  
2020-01-27           0.0            0.0        -1.0  
2020-02-19           1.0            1.0         0.0  
2020-02-20           1.0            0.0         1.0  
2020-02-21           0.0           -1.0         0.0  
2020-02-24           0.0            0.0        -1.0  
2020-05-19           1.0            1.0         0.0  
2020-05-20           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_028_SlowMA_50_FastMA_10
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-29     1816.62      1808.80  1765.044832  1758.748194   6.296639   
2019-01-30     1825.33      1818.70  1774.800325  1761.251409  13.548916   
2019-03-04     1723.66      1707.82  1815.097510  1821.378439  -6.280929   
2019-03-05     1715.00      1745.93  1802.521599  1818.346231 -15.824631   
2019-04-11     1810.00      1818.59  1785.980965  1782.809637   3.171328   
2019-04-12     1827.87      1833.07  1794.542608  1784.796330   9.746277   
2019-05-09     1729.43      1736.03  1797.044576  1805.688094  -8.643519   
2019-05-10     1825.00      1829.85  1803.009198  1806.639134  -3.629936   
2019-06-17     1776.00      1781.41  1773.449011  1773.287014   0.161996   
2019-06-18     1808.38      1808.99  1779.911009  1774.688962   5.222047   
2019-08-07     1758.40      1821.56  1851.308809  1851.400639  -0.091830   
2019-08-08     1900.00      1941.01  1867.618116  1854.915819  12.702297   
2019-08-09     1926.54      1917.69  1876.722095  1857.378284  19.343811   
2019-11-08     1941.00      1879.19  1973.842789  1984.767237 -10.924448   
2019-11-11     1869.00      1896.04  1959.696827  1981.287661 -21.590834   
2019-12-16     1983.47      1995.02  1937.990317  1934.540408   3.449909   
2019-12-17     2000.00      2001.87  1949.604805  1937.180806  12.423999   
2020-01-27     1906.41      1908.89  1999.350830  1999.544101  -0.193271   
2020-01-28     1914.67      1917.45  1984.459770  1996.324716 -11.864946   
2020-05-20     1578.52      1599.15  1476.125305  1468.184547   7.940758   
2020-05-21     1605.00      1595.68  1497.862522  1473.184369  24.678153   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-29           1.0            1.0         0.0  
2019-01-30           1.0            0.0         1.0  
2019-03-04           0.0           -1.0         0.0  
2019-03-05           0.0            0.0        -1.0  
2019-04-11           1.0            1.0         0.0  
2019-04-12           1.0            0.0         1.0  
2019-05-09           0.0           -1.0         0.0  
2019-05-10           0.0            0.0        -1.0  
2019-06-17           1.0            1.0         0.0  
2019-06-18           1.0            0.0         1.0  
2019-08-07           0.0           -1.0         0.0  
2019-08-08           1.0            1.0        -1.0  
2019-08-09           1.0            0.0         1.0  
2019-11-08           0.0           -1.0         0.0  
2019-11-11           0.0            0.0        -1.0  
2019-12-16           1.0            1.0         0.0  
2019-12-17           1.0            0.0         1.0  
2020-01-27           0.0           -1.0         0.0  
2020-01-28           0.0            0.0        -1.0  
2020-05-20           1.0            1.0         0.0  
2020-05-21           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_029_SlowMA_50_FastMA_15
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-31     1820.37      1832.81  1769.113091  1764.231687   4.881404   
2019-02-01     1824.05      1836.96  1777.594521  1767.253332  10.341189   
2019-03-06     1748.37      1751.62  1812.477061  1815.667168  -3.190107   
2019-03-07     1746.50      1725.01  1801.543644  1812.030675 -10.487031   
2019-04-12     1827.87      1833.07  1786.287695  1784.796330   1.491365   
2019-04-15     1834.00      1846.23  1793.780484  1787.223924   6.556560   
2019-05-13     1800.00      1777.26  1805.460795  1805.482906  -0.022111   
2019-05-14     1787.12      1793.67  1803.986946  1805.018070  -1.031124   
2019-06-19     1812.00      1842.06  1780.777592  1777.334282   3.443310   
2019-06-20     1862.07      1861.31  1790.844143  1780.631422  10.212721   
2019-11-11     1869.00      1896.04  1976.023489  1981.287661  -5.264172   
2019-11-12     1901.35      1875.84  1963.500553  1977.152371 -13.651818   
2019-12-17     2000.00      2001.87  1937.504373  1937.180806   0.323567   
2019-12-18     2008.67      1991.51  1944.255077  1939.311379   4.943697   
2020-01-29     1924.04      1893.95  1986.816952  1992.310011  -5.493058   
2020-01-30     1871.42      1872.09  1972.476083  1987.595488 -15.119405   
2020-05-21     1605.00      1595.68  1474.134694  1473.184369   0.950325   
2020-05-22     1591.74      1631.30  1493.780357  1479.384983  14.395375   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-31           1.0            1.0         0.0  
2019-02-01           1.0            0.0         1.0  
2019-03-06           0.0           -1.0         0.0  
2019-03-07           0.0            0.0        -1.0  
2019-04-12           1.0            1.0         0.0  
2019-04-15           1.0            0.0         1.0  
2019-05-13           0.0           -1.0         0.0  
2019-05-14           0.0            0.0        -1.0  
2019-06-19           1.0            1.0         0.0  
2019-06-20           1.0            0.0         1.0  
2019-11-11           0.0           -1.0         0.0  
2019-11-12           0.0            0.0        -1.0  
2019-12-17           1.0            1.0         0.0  
2019-12-18           1.0            0.0         1.0  
2020-01-29           0.0           -1.0         0.0  
2020-01-30           0.0            0.0        -1.0  
2020-05-21           1.0            1.0         0.0  
2020-05-22           1.0            0.0         1.0  

List the signal change and entry/exit points for EMA_030_SlowMA_50_FastMA_20
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-02-01     1824.05      1836.96  1768.319814  1767.253332   1.066482   
2019-02-04     1840.39      1860.99  1777.151476  1771.138753   6.012723   
2019-03-07     1746.50      1725.01  1810.902590  1812.030675  -1.128085   
2019-03-08     1708.04      1715.82  1801.846497  1808.174875  -6.328378   
2019-04-15     1834.00      1846.23  1788.866175  1787.223924   1.642251   
2019-04-16     1851.80      1841.70  1793.897990  1789.375939   4.522052   
2019-05-17     1786.37      1787.29  1803.234855  1803.690186  -0.455331   
2019-05-20     1769.73      1752.23  1798.377248  1801.666256  -3.289009   
2019-06-20     1862.07      1861.31  1784.149442  1780.631422   3.518019   
2019-06-21     1859.36      1880.00  1793.278067  1784.532748   8.745319   
2019-11-12     1901.35      1875.84  1973.327266  1977.152371  -3.825105   
2019-11-13     1855.59      1859.09  1962.447526  1972.522380 -10.074853   
2019-12-19     1996.00      2003.12  1944.325056  1941.813697   2.511359   
2019-12-20     2017.00      2023.26  1951.842670  1945.007692   6.834978   
2020-01-30     1871.42      1872.09  1983.479013  1987.595488  -4.116475   
2020-01-31     1865.93      1830.55  1968.914345  1981.436827 -12.522481   
2020-05-26     1704.32      1746.91  1502.052699  1489.876161  12.176538   
2020-05-27     1775.93      1698.73  1520.783871  1498.066508  22.717362   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-02-01           1.0            1.0         0.0  
2019-02-04           1.0            0.0         1.0  
2019-03-07           0.0           -1.0         0.0  
2019-03-08           0.0            0.0        -1.0  
2019-04-15           1.0            1.0         0.0  
2019-04-16           1.0            0.0         1.0  
2019-05-17           0.0           -1.0         0.0  
2019-05-20           0.0            0.0        -1.0  
2019-06-20           1.0            1.0         0.0  
2019-06-21           1.0            0.0         1.0  
2019-11-12           0.0           -1.0         0.0  
2019-11-13           0.0            0.0        -1.0  
2019-12-19           1.0            1.0         0.0  
2019-12-20           1.0            0.0         1.0  
2020-01-30           0.0           -1.0         0.0  
2020-01-31           0.0            0.0        -1.0  
2020-05-26           1.0            1.0         0.0  
2020-05-27           1.0            0.0         1.0  

In [15]:
if verbose:
    for key in model_collection:
        graph_data = model_collection[key].copy()
        title_string = "Exponential Moving Average Crossover Model for " + key
        fig = plt.figure(figsize=(16,9))
        ylabel = stock_symbol + ' price in $'
        ax1 = fig.add_subplot(111, ylabel=ylabel, title=title_string)
        graph_data['fast_ma'].plot(ax=ax1, color='b', lw=2.)
        graph_data['slow_ma'].plot(ax=ax1, color='r', lw=2.)
        graph_data['close_price'].plot(ax=ax1, color='g')
        ax1.plot(graph_data.loc[graph_data.entry_exit == 1].index, graph_data.close_price[graph_data.entry_exit == 1], '^', markersize=7, color='k',label='buy')
        ax1.plot(graph_data.loc[graph_data.entry_exit == -1].index, graph_data.close_price[graph_data.entry_exit == -1], 'v', markersize=7, color='k',label='sell')
        plt.legend(loc='upper left')
        plt.show()

Task 4. Back-test Model

In [16]:
def trading_portfolio_generation(initial_fund, trading_model):
    # Construct a portfolio to track the transactions and returns
    portfolio = pd.DataFrame(index=trading_model.index, columns=['trade_action', 'qty_onhand', 'cost_basis', 'sold_transaction', 'gain_loss', 'cash_onhand', 'position_value', 'total_position', 'accumu_return'])
    portfolio.iloc[0]['trade_action'] = 0
    portfolio.iloc[0]['qty_onhand'] = 0
    portfolio.iloc[0]['cost_basis'] = 0.00
    portfolio.iloc[0]['sold_transaction'] = 0.00
    portfolio.iloc[0]['gain_loss'] = 0.00
    portfolio.iloc[0]['cash_onhand'] = initial_capital
    portfolio.iloc[0]['position_value'] = 0.00
    portfolio.iloc[0]['total_position'] = initial_capital
    portfolio.iloc[0]['accumu_return'] = portfolio.iloc[0]['total_position'] - initial_fund
    recent_cost = 0

    # The conditional parameters below determine how the trading strategy will be carried out
    for i in range(1, len(portfolio)):
        if (trading_model.iloc[i]['entry_exit'] == 1) and (portfolio.iloc[i-1]['qty_onhand'] == 0):
            portfolio.iloc[i]['trade_action'] = 1
            portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
            portfolio.iloc[i]['cost_basis'] = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action']
            portfolio.iloc[i]['sold_transaction'] = 0.00
            portfolio.iloc[i]['gain_loss'] = 0.00
            portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand'] - portfolio.iloc[i]['cost_basis']
            recent_cost = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action']
            if verbose: print('BOUGHT QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model.iloc[i]['open_price'])
        elif (trading_model.iloc[i]['entry_exit'] == -1) and (portfolio.iloc[i-1]['qty_onhand'] > 0):
            portfolio.iloc[i]['trade_action'] = -1
            portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
            portfolio.iloc[i]['cost_basis'] = 0.00
            portfolio.iloc[i]['sold_transaction'] = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action'] * -1
            portfolio.iloc[i]['gain_loss'] = (recent_cost + (trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action'])) * -1
            portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand'] + portfolio.iloc[i]['sold_transaction']
            recent_cost = 0.00
            if verbose: print('SOLD QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model.iloc[i]['open_price'])
        else:
            portfolio.iloc[i]['trade_action'] = 0
            portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand']
            portfolio.iloc[i]['cost_basis'] = portfolio.iloc[i-1]['cost_basis']
            portfolio.iloc[i]['sold_transaction'] = 0.00
            portfolio.iloc[i]['gain_loss'] = 0.00
            portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand']
        portfolio.iloc[i]['position_value'] = trading_model.iloc[i]['close_price'] * portfolio.iloc[i]['qty_onhand']
        portfolio.iloc[i]['total_position'] = portfolio.iloc[i]['cash_onhand'] + portfolio.iloc[i]['position_value']
        portfolio.iloc[i]['accumu_return'] = portfolio.iloc[i]['total_position'] - initial_fund

    return portfolio
In [17]:
portfolio_collection = {}

# Build dataframe for reporting model performance summary
performance_summary = pd.DataFrame(columns=['model_name','return_value','return_percent'])

for key in model_collection:
    print('Processing portfolio for model:', key)
    portfolio_collection[key] = trading_portfolio_generation(initial_capital, model_collection[key])
    trade_transactions = portfolio_collection[key][portfolio_collection[key].trade_action != 0]
    print(trade_transactions)
    print('Accumulated profit/loss for one share of stock with initial capital of $%.0f at the end of modeling period: $%.2f' % (initial_capital, portfolio_collection[key].accumu_return[-1]))
    if initial_capital != 0:
        return_percentage = portfolio_collection[key].accumu_return[-1] / initial_capital * 100
        print('Accumulated return percentage based on the initial capital investment: %.2f%%' % (return_percentage))
    else:
        return_percentage = None
    if trade_transactions.iloc[-1]['trade_action'] == 1:
        print('The current status of the model is:', 'Holding a position since', trade_transactions.index.tolist()[-1], '\n')
    else:
        print('The current status of the model is:', 'Waiting to enter since', trade_transactions.index.tolist()[-1], '\n')
    performance_summary = performance_summary.append({'model_name': key, 'return_value': portfolio_collection[key].accumu_return[-1],
                                                      'return_percent': return_percentage}, ignore_index=True)
Processing portfolio for model: EMA_001_SlowMA_10_FastMA_05
BOUGHT QTY: 1 on 2019-01-18 00:00:00 at the price of 1747.02
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-03-21 00:00:00 at the price of 1765.8
SOLD QTY: -1 on 2019-03-25 00:00:00 at the price of 1714.01
BOUGHT QTY: 1 on 2019-03-27 00:00:00 at the price of 1768.98
SOLD QTY: -1 on 2019-03-28 00:00:00 at the price of 1759.99
BOUGHT QTY: 1 on 2019-04-03 00:00:00 at the price of 1778.47
SOLD QTY: -1 on 2019-05-03 00:00:00 at the price of 1816.17
BOUGHT QTY: 1 on 2019-06-06 00:00:00 at the price of 1766.01
SOLD QTY: -1 on 2019-07-18 00:00:00 at the price of 1861.83
BOUGHT QTY: 1 on 2019-07-19 00:00:00 at the price of 1896.03
SOLD QTY: -1 on 2019-08-02 00:00:00 at the price of 1874.11
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-09-25 00:00:00 at the price of 1991.65
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-05 00:00:00 at the price of 2008.99
BOUGHT QTY: 1 on 2019-11-29 00:00:00 at the price of 1904.89
SOLD QTY: -1 on 2019-12-04 00:00:00 at the price of 1894.64
BOUGHT QTY: 1 on 2019-12-05 00:00:00 at the price of 1929.0
SOLD QTY: -1 on 2020-01-21 00:00:00 at the price of 2006.0
BOUGHT QTY: 1 on 2020-02-13 00:00:00 at the price of 1944.0
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-08 00:00:00 at the price of 1382.65
SOLD QTY: -1 on 2020-04-23 00:00:00 at the price of 1354.05
BOUGHT QTY: 1 on 2020-04-29 00:00:00 at the price of 1487.83
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
SOLD QTY: -1 on 2020-05-13 00:00:00 at the price of 1379.34
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-12 00:00:00 at the price of 1653.57
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-18            1          1    1747.02                0         0   
2019-03-01           -1          0          0           1708.2    -38.82   
2019-03-21            1          1     1765.8                0         0   
2019-03-25           -1          0          0          1714.01    -51.79   
2019-03-27            1          1    1768.98                0         0   
2019-03-28           -1          0          0          1759.99     -8.99   
2019-04-03            1          1    1778.47                0         0   
2019-05-03           -1          0          0          1816.17      37.7   
2019-06-06            1          1    1766.01                0         0   
2019-07-18           -1          0          0          1861.83     95.82   
2019-07-19            1          1    1896.03                0         0   
2019-08-02           -1          0          0          1874.11    -21.92   
2019-08-12            1          1    1900.44                0         0   
2019-09-25           -1          0          0          1991.65     91.21   
2019-10-15            1          1    1992.21                0         0   
2019-11-05           -1          0          0          2008.99     16.78   
2019-11-29            1          1    1904.89                0         0   
2019-12-04           -1          0          0          1894.64    -10.25   
2019-12-05            1          1       1929                0         0   
2020-01-21           -1          0          0             2006        77   
2020-02-13            1          1       1944                0         0   
2020-02-25           -1          0          0             1803      -141   
2020-04-08            1          1    1382.65                0         0   
2020-04-23           -1          0          0          1354.05     -28.6   
2020-04-29            1          1    1487.83                0         0   
2020-05-07           -1          0          0          1392.26    -95.57   
2020-05-08            1          1    1416.69                0         0   
2020-05-13           -1          0          0          1379.34    -37.35   
2020-05-19            1          1    1556.29                0         0   
2020-06-12           -1          0          0          1653.57     97.28   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-18    -1747.02        1760.26          13.24         13.24  
2019-03-01      -38.82              0         -38.82        -38.82  
2019-03-21    -1804.62        1774.36         -30.26        -30.26  
2019-03-25      -90.61              0         -90.61        -90.61  
2019-03-27    -1859.59        1752.11        -107.48       -107.48  
2019-03-28       -99.6              0          -99.6         -99.6  
2019-04-03    -1878.07        1774.93        -103.14       -103.14  
2019-05-03       -61.9              0          -61.9         -61.9  
2019-06-06    -1827.91        1754.86         -73.05        -73.05  
2019-07-18       33.92              0          33.92         33.92  
2019-07-19    -1862.11        1882.09          19.98         19.98  
2019-08-02          12              0             12            12  
2019-08-12    -1888.44        1916.89          28.45         28.45  
2019-09-25      103.21              0         103.21        103.21  
2019-10-15       -1889        2016.39         127.39        127.39  
2019-11-05      119.99              0         119.99        119.99  
2019-11-29     -1784.9        1904.03         119.13        119.13  
2019-12-04      109.74              0         109.74        109.74  
2019-12-05    -1819.26        1904.22          84.96         84.96  
2020-01-21      186.74              0         186.74        186.74  
2020-02-13    -1757.26        1959.94         202.68        202.68  
2020-02-25       45.74              0          45.74         45.74  
2020-04-08    -1336.91        1372.06          35.15         35.15  
2020-04-23       17.14              0          17.14         17.14  
2020-04-29    -1470.69        1520.53          49.84         49.84  
2020-05-07      -78.43              0         -78.43        -78.43  
2020-05-08    -1495.12        1430.83         -64.29        -64.29  
2020-05-13     -115.78              0        -115.78       -115.78  
2020-05-19    -1672.07        1547.56        -124.51       -124.51  
2020-06-12       -18.5              0          -18.5         -18.5  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-18.50
The current status of the model is: Waiting to enter since 2020-06-12 00:00:00 

Processing portfolio for model: EMA_002_SlowMA_15_FastMA_05
BOUGHT QTY: 1 on 2019-01-22 00:00:00 at the price of 1743.18
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-04 00:00:00 at the price of 1775.31
SOLD QTY: -1 on 2019-05-03 00:00:00 at the price of 1816.17
BOUGHT QTY: 1 on 2019-06-10 00:00:00 at the price of 1782.57
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-09-26 00:00:00 at the price of 1994.08
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-07 00:00:00 at the price of 1942.2
BOUGHT QTY: 1 on 2019-12-05 00:00:00 at the price of 1929.0
SOLD QTY: -1 on 2020-01-22 00:00:00 at the price of 2004.33
BOUGHT QTY: 1 on 2020-02-14 00:00:00 at the price of 1998.44
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-09 00:00:00 at the price of 1424.76
SOLD QTY: -1 on 2020-04-24 00:00:00 at the price of 1372.39
BOUGHT QTY: 1 on 2020-04-28 00:00:00 at the price of 1434.2
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
SOLD QTY: -1 on 2020-05-13 00:00:00 at the price of 1379.34
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-16 00:00:00 at the price of 1716.32
BOUGHT QTY: 1 on 2020-06-17 00:00:00 at the price of 1677.92
SOLD QTY: -1 on 2020-06-18 00:00:00 at the price of 1622.4
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-22            1          1    1743.18                0         0   
2019-03-01           -1          0          0           1708.2    -34.98   
2019-04-04            1          1    1775.31                0         0   
2019-05-03           -1          0          0          1816.17     40.86   
2019-06-10            1          1    1782.57                0         0   
2019-08-05           -1          0          0          1819.98     37.41   
2019-08-12            1          1    1900.44                0         0   
2019-09-26           -1          0          0          1994.08     93.64   
2019-10-16            1          1     2016.8                0         0   
2019-11-07           -1          0          0           1942.2     -74.6   
2019-12-05            1          1       1929                0         0   
2020-01-22           -1          0          0          2004.33     75.33   
2020-02-14            1          1    1998.44                0         0   
2020-02-25           -1          0          0             1803   -195.44   
2020-04-09            1          1    1424.76                0         0   
2020-04-24           -1          0          0          1372.39    -52.37   
2020-04-28            1          1     1434.2                0         0   
2020-05-07           -1          0          0          1392.26    -41.94   
2020-05-08            1          1    1416.69                0         0   
2020-05-13           -1          0          0          1379.34    -37.35   
2020-05-19            1          1    1556.29                0         0   
2020-06-16           -1          0          0          1716.32    160.03   
2020-06-17            1          1    1677.92                0         0   
2020-06-18           -1          0          0           1622.4    -55.52   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-22    -1743.18        1708.98          -34.2         -34.2  
2019-03-01      -34.98              0         -34.98        -34.98  
2019-04-04    -1810.29         1780.6         -29.69        -29.69  
2019-05-03        5.88              0           5.88          5.88  
2019-06-10    -1776.69        1781.12           4.43          4.43  
2019-08-05       43.29              0          43.29         43.29  
2019-08-12    -1857.15        1916.89          59.74         59.74  
2019-09-26      136.93              0         136.93        136.93  
2019-10-16    -1879.87        2027.63         147.76        147.76  
2019-11-07       62.33              0          62.33         62.33  
2019-12-05    -1866.67        1904.22          37.55         37.55  
2020-01-22      137.66              0         137.66        137.66  
2020-02-14    -1860.78        1990.96         130.18        130.18  
2020-02-25      -57.78              0         -57.78        -57.78  
2020-04-09    -1482.54        1420.64          -61.9         -61.9  
2020-04-24     -110.15              0        -110.15       -110.15  
2020-04-28    -1544.35        1439.32        -105.03       -105.03  
2020-05-07     -152.09              0        -152.09       -152.09  
2020-05-08    -1568.78        1430.83        -137.95       -137.95  
2020-05-13     -189.44              0        -189.44       -189.44  
2020-05-19    -1745.73        1547.56        -198.17       -198.17  
2020-06-16      -29.41              0         -29.41        -29.41  
2020-06-17    -1707.33        1638.24         -69.09        -69.09  
2020-06-18      -84.93              0         -84.93        -84.93  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-84.93
The current status of the model is: Waiting to enter since 2020-06-18 00:00:00 

Processing portfolio for model: EMA_003_SlowMA_15_FastMA_10
BOUGHT QTY: 1 on 2019-01-24 00:00:00 at the price of 1748.98
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-05 00:00:00 at the price of 1788.03
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 1799.5
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-13 00:00:00 at the price of 1907.67
SOLD QTY: -1 on 2019-09-30 00:00:00 at the price of 1953.0
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-10 00:00:00 at the price of 1902.4
SOLD QTY: -1 on 2020-01-23 00:00:00 at the price of 1986.24
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-14 00:00:00 at the price of 1460.09
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-23 00:00:00 at the price of 1652.3
BOUGHT QTY: 1 on 2020-06-24 00:00:00 at the price of 1660.71
SOLD QTY: -1 on 2020-06-25 00:00:00 at the price of 1585.81
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-24            1          1    1748.98                0         0   
2019-03-01           -1          0          0           1708.2    -40.78   
2019-04-05            1          1    1788.03                0         0   
2019-05-08           -1          0          0          1765.01    -23.02   
2019-06-11            1          1     1799.5                0         0   
2019-08-06           -1          0          0           1799.2      -0.3   
2019-08-13            1          1    1907.67                0         0   
2019-09-30           -1          0          0             1953     45.33   
2019-10-17            1          1       2033                0         0   
2019-11-08           -1          0          0             1941       -92   
2019-12-10            1          1     1902.4                0         0   
2020-01-23           -1          0          0          1986.24     83.84   
2020-02-19            1          1    1982.76                0         0   
2020-02-25           -1          0          0             1803   -179.76   
2020-04-14            1          1    1460.09                0         0   
2020-05-14           -1          0          0          1348.74   -111.35   
2020-05-19            1          1    1556.29                0         0   
2020-06-23           -1          0          0           1652.3     96.01   
2020-06-24            1          1    1660.71                0         0   
2020-06-25           -1          0          0          1585.81     -74.9   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-24    -1748.98        1795.67          46.69         46.69  
2019-03-01      -40.78              0         -40.78        -40.78  
2019-04-05    -1828.81        1769.45         -59.36        -59.36  
2019-05-08       -63.8              0          -63.8         -63.8  
2019-06-11     -1863.3        1803.63         -59.67        -59.67  
2019-08-06       -64.1              0          -64.1         -64.1  
2019-08-13    -1971.77        1943.19         -28.58        -28.58  
2019-09-30      -18.77              0         -18.77        -18.77  
2019-10-17    -2051.77        2028.53         -23.24        -23.24  
2019-11-08     -110.77              0        -110.77       -110.77  
2019-12-10    -2013.17        1904.63        -108.54       -108.54  
2020-01-23      -26.93              0         -26.93        -26.93  
2020-02-19    -2009.69        1968.49          -41.2         -41.2  
2020-02-25     -206.69              0        -206.69       -206.69  
2020-04-14    -1666.78        1449.42        -217.36       -217.36  
2020-05-14     -318.04              0        -318.04       -318.04  
2020-05-19    -1874.33        1547.56        -326.77       -326.77  
2020-06-23     -222.03              0        -222.03       -222.03  
2020-06-24    -1882.74        1610.33        -272.41       -272.41  
2020-06-25     -296.93              0        -296.93       -296.93  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-296.93
The current status of the model is: Waiting to enter since 2020-06-25 00:00:00 

Processing portfolio for model: EMA_004_SlowMA_20_FastMA_05
BOUGHT QTY: 1 on 2019-01-22 00:00:00 at the price of 1743.18
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-05 00:00:00 at the price of 1788.03
SOLD QTY: -1 on 2019-05-07 00:00:00 at the price of 1781.45
BOUGHT QTY: 1 on 2019-06-10 00:00:00 at the price of 1782.57
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-09-27 00:00:00 at the price of 1969.56
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-09 00:00:00 at the price of 1928.08
SOLD QTY: -1 on 2020-01-22 00:00:00 at the price of 2004.33
BOUGHT QTY: 1 on 2020-02-18 00:00:00 at the price of 1972.25
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-14 00:00:00 at the price of 1460.09
SOLD QTY: -1 on 2020-04-23 00:00:00 at the price of 1354.05
BOUGHT QTY: 1 on 2020-04-29 00:00:00 at the price of 1487.83
SOLD QTY: -1 on 2020-05-13 00:00:00 at the price of 1379.34
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-22 00:00:00 at the price of 1609.74
BOUGHT QTY: 1 on 2020-06-24 00:00:00 at the price of 1660.71
SOLD QTY: -1 on 2020-06-25 00:00:00 at the price of 1585.81
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-22            1          1    1743.18                0         0   
2019-03-01           -1          0          0           1708.2    -34.98   
2019-04-05            1          1    1788.03                0         0   
2019-05-07           -1          0          0          1781.45     -6.58   
2019-06-10            1          1    1782.57                0         0   
2019-08-05           -1          0          0          1819.98     37.41   
2019-08-12            1          1    1900.44                0         0   
2019-09-27           -1          0          0          1969.56     69.12   
2019-10-16            1          1     2016.8                0         0   
2019-11-08           -1          0          0             1941     -75.8   
2019-12-09            1          1    1928.08                0         0   
2020-01-22           -1          0          0          2004.33     76.25   
2020-02-18            1          1    1972.25                0         0   
2020-02-25           -1          0          0             1803   -169.25   
2020-04-14            1          1    1460.09                0         0   
2020-04-23           -1          0          0          1354.05   -106.04   
2020-04-29            1          1    1487.83                0         0   
2020-05-13           -1          0          0          1379.34   -108.49   
2020-05-19            1          1    1556.29                0         0   
2020-06-22           -1          0          0          1609.74     53.45   
2020-06-24            1          1    1660.71                0         0   
2020-06-25           -1          0          0          1585.81     -74.9   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-22    -1743.18        1708.98          -34.2         -34.2  
2019-03-01      -34.98              0         -34.98        -34.98  
2019-04-05    -1823.01        1769.45         -53.56        -53.56  
2019-05-07      -41.56              0         -41.56        -41.56  
2019-06-10    -1824.13        1781.12         -43.01        -43.01  
2019-08-05       -4.15              0          -4.15         -4.15  
2019-08-12    -1904.59        1916.89           12.3          12.3  
2019-09-27       64.97              0          64.97         64.97  
2019-10-16    -1951.83        2027.63           75.8          75.8  
2019-11-08      -10.83              0         -10.83        -10.83  
2019-12-09    -1938.91        1905.79         -33.12        -33.12  
2020-01-22       65.42              0          65.42         65.42  
2020-02-18    -1906.83        1976.28          69.45         69.45  
2020-02-25     -103.83              0        -103.83       -103.83  
2020-04-14    -1563.92        1449.42         -114.5        -114.5  
2020-04-23     -209.87              0        -209.87       -209.87  
2020-04-29     -1697.7        1520.53        -177.17       -177.17  
2020-05-13     -318.36              0        -318.36       -318.36  
2020-05-19    -1874.65        1547.56        -327.09       -327.09  
2020-06-22     -264.91              0        -264.91       -264.91  
2020-06-24    -1925.62        1610.33        -315.29       -315.29  
2020-06-25     -339.81              0        -339.81       -339.81  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-339.81
The current status of the model is: Waiting to enter since 2020-06-25 00:00:00 

Processing portfolio for model: EMA_005_SlowMA_20_FastMA_10
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-09 00:00:00 at the price of 1776.75
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-13 00:00:00 at the price of 1907.67
SOLD QTY: -1 on 2019-10-01 00:00:00 at the price of 1977.0
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-13 00:00:00 at the price of 1960.87
SOLD QTY: -1 on 2020-01-24 00:00:00 at the price of 1998.0
BOUGHT QTY: 1 on 2020-02-21 00:00:00 at the price of 1965.0
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-04-17 00:00:00 at the price of 1469.0
SOLD QTY: -1 on 2020-04-23 00:00:00 at the price of 1354.05
BOUGHT QTY: 1 on 2020-04-29 00:00:00 at the price of 1487.83
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-29 00:00:00 at the price of 1567.77
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-25            1          1    1811.99                0         0   
2019-03-04           -1          0          0          1723.66    -88.33   
2019-04-09            1          1    1776.75                0         0   
2019-05-08           -1          0          0          1765.01    -11.74   
2019-06-12            1          1    1804.17                0         0   
2019-08-06           -1          0          0           1799.2     -4.97   
2019-08-13            1          1    1907.67                0         0   
2019-10-01           -1          0          0             1977     69.33   
2019-10-17            1          1       2033                0         0   
2019-11-08           -1          0          0             1941       -92   
2019-12-13            1          1    1960.87                0         0   
2020-01-24           -1          0          0             1998     37.13   
2020-02-21            1          1       1965                0         0   
2020-02-24           -1          0          0          1830.93   -134.07   
2020-04-17            1          1       1469                0         0   
2020-04-23           -1          0          0          1354.05   -114.95   
2020-04-29            1          1    1487.83                0         0   
2020-05-14           -1          0          0          1348.74   -139.09   
2020-05-19            1          1    1556.29                0         0   
2020-06-29           -1          0          0          1567.77     11.48   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-25    -1811.99         1802.2          -9.79         -9.79  
2019-03-04      -88.33              0         -88.33        -88.33  
2019-04-09    -1865.08        1794.47         -70.61        -70.61  
2019-05-08     -100.07              0        -100.07       -100.07  
2019-06-12    -1904.24         1798.9        -105.34       -105.34  
2019-08-06     -105.04              0        -105.04       -105.04  
2019-08-13    -2012.71        1943.19         -69.52        -69.52  
2019-10-01      -35.71              0         -35.71        -35.71  
2019-10-17    -2068.71        2028.53         -40.18        -40.18  
2019-11-08     -127.71              0        -127.71       -127.71  
2019-12-13    -2088.58         1973.6        -114.98       -114.98  
2020-01-24      -90.58              0         -90.58        -90.58  
2020-02-21    -2055.58        1928.72        -126.86       -126.86  
2020-02-24     -224.65              0        -224.65       -224.65  
2020-04-17    -1693.65        1470.87        -222.78       -222.78  
2020-04-23      -339.6              0         -339.6        -339.6  
2020-04-29    -1827.43        1520.53         -306.9        -306.9  
2020-05-14     -478.69              0        -478.69       -478.69  
2020-05-19    -2034.98        1547.56        -487.42       -487.42  
2020-06-29     -467.21              0        -467.21       -467.21  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-467.21
The current status of the model is: Waiting to enter since 2020-06-29 00:00:00 

Processing portfolio for model: EMA_006_SlowMA_20_FastMA_15
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-11 00:00:00 at the price of 1810.0
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-10-04 00:00:00 at the price of 1970.64
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-30 00:00:00 at the price of 1583.9
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-28            1          1    1787.62                0         0   
2019-03-05           -1          0          0             1715    -72.62   
2019-04-11            1          1       1810                0         0   
2019-05-09           -1          0          0          1729.43    -80.57   
2019-06-14            1          1     1808.2                0         0   
2019-08-07           -1          0          0           1758.4     -49.8   
2019-08-12            1          1    1900.44                0         0   
2019-10-04           -1          0          0          1970.64      70.2   
2019-10-17            1          1       2033                0         0   
2019-11-08           -1          0          0             1941       -92   
2019-12-16            1          1    1983.47                0         0   
2020-01-28           -1          0          0          1914.67     -68.8   
2020-04-30            1          1    1514.53                0         0   
2020-05-14           -1          0          0          1348.74   -165.79   
2020-05-19            1          1    1556.29                0         0   
2020-06-30           -1          0          0           1583.9     27.61   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-28    -1787.62         1813.6          25.98         25.98  
2019-03-05      -72.62              0         -72.62        -72.62  
2019-04-11    -1882.62        1818.59         -64.03        -64.03  
2019-05-09     -153.19              0        -153.19       -153.19  
2019-06-14    -1961.39         1775.5        -185.89       -185.89  
2019-08-07     -202.99              0        -202.99       -202.99  
2019-08-12    -2103.43        1916.89        -186.54       -186.54  
2019-10-04     -132.79              0        -132.79       -132.79  
2019-10-17    -2165.79        2028.53        -137.26       -137.26  
2019-11-08     -224.79              0        -224.79       -224.79  
2019-12-16    -2208.26        1995.02        -213.24       -213.24  
2020-01-28     -293.59              0        -293.59       -293.59  
2020-04-30    -1808.12        1480.57        -327.55       -327.55  
2020-05-14     -459.38              0        -459.38       -459.38  
2020-05-19    -2015.67        1547.56        -468.11       -468.11  
2020-06-30     -431.77              0        -431.77       -431.77  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-431.77
The current status of the model is: Waiting to enter since 2020-06-30 00:00:00 

Processing portfolio for model: EMA_007_SlowMA_25_FastMA_05
BOUGHT QTY: 1 on 2019-01-24 00:00:00 at the price of 1748.98
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-08 00:00:00 at the price of 1767.92
SOLD QTY: -1 on 2019-05-07 00:00:00 at the price of 1781.45
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 1799.5
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-09-30 00:00:00 at the price of 1953.0
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-12 00:00:00 at the price of 1930.85
SOLD QTY: -1 on 2020-01-23 00:00:00 at the price of 1986.24
BOUGHT QTY: 1 on 2020-02-18 00:00:00 at the price of 1972.25
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-15 00:00:00 at the price of 1407.84
SOLD QTY: -1 on 2020-04-22 00:00:00 at the price of 1365.01
BOUGHT QTY: 1 on 2020-04-29 00:00:00 at the price of 1487.83
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
SOLD QTY: -1 on 2020-05-13 00:00:00 at the price of 1379.34
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-26 00:00:00 at the price of 1597.3
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-24            1          1    1748.98                0         0   
2019-03-01           -1          0          0           1708.2    -40.78   
2019-04-08            1          1    1767.92                0         0   
2019-05-07           -1          0          0          1781.45     13.53   
2019-06-11            1          1     1799.5                0         0   
2019-08-05           -1          0          0          1819.98     20.48   
2019-08-12            1          1    1900.44                0         0   
2019-09-30           -1          0          0             1953     52.56   
2019-10-16            1          1     2016.8                0         0   
2019-11-08           -1          0          0             1941     -75.8   
2019-12-12            1          1    1930.85                0         0   
2020-01-23           -1          0          0          1986.24     55.39   
2020-02-18            1          1    1972.25                0         0   
2020-02-25           -1          0          0             1803   -169.25   
2020-04-15            1          1    1407.84                0         0   
2020-04-22           -1          0          0          1365.01    -42.83   
2020-04-29            1          1    1487.83                0         0   
2020-05-07           -1          0          0          1392.26    -95.57   
2020-05-08            1          1    1416.69                0         0   
2020-05-13           -1          0          0          1379.34    -37.35   
2020-05-19            1          1    1556.29                0         0   
2020-06-26           -1          0          0           1597.3     41.01   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-24    -1748.98        1795.67          46.69         46.69  
2019-03-01      -40.78              0         -40.78        -40.78  
2019-04-08     -1808.7        1788.72         -19.98        -19.98  
2019-05-07      -27.25              0         -27.25        -27.25  
2019-06-11    -1826.75        1803.63         -23.12        -23.12  
2019-08-05       -6.77              0          -6.77         -6.77  
2019-08-12    -1907.21        1916.89           9.68          9.68  
2019-09-30       45.79              0          45.79         45.79  
2019-10-16    -1971.01        2027.63          56.62         56.62  
2019-11-08      -30.01              0         -30.01        -30.01  
2019-12-12    -1960.86        1948.48         -12.38        -12.38  
2020-01-23       25.38              0          25.38         25.38  
2020-02-18    -1946.87        1976.28          29.41         29.41  
2020-02-25     -143.87              0        -143.87       -143.87  
2020-04-15    -1551.71        1424.61         -127.1        -127.1  
2020-04-22      -186.7              0         -186.7        -186.7  
2020-04-29    -1674.53        1520.53           -154          -154  
2020-05-07     -282.27              0        -282.27       -282.27  
2020-05-08    -1698.96        1430.83        -268.13       -268.13  
2020-05-13     -319.62              0        -319.62       -319.62  
2020-05-19    -1875.91        1547.56        -328.35       -328.35  
2020-06-26     -278.61              0        -278.61       -278.61  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-278.61
The current status of the model is: Waiting to enter since 2020-06-26 00:00:00 

Processing portfolio for model: EMA_008_SlowMA_25_FastMA_10
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-13 00:00:00 at the price of 1802.05
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-10-03 00:00:00 at the price of 1936.55
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-29 00:00:00 at the price of 1567.77
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-28            1          1    1787.62                0         0   
2019-03-04           -1          0          0          1723.66    -63.96   
2019-04-10            1          1    1793.85                0         0   
2019-05-09           -1          0          0          1729.43    -64.42   
2019-06-13            1          1    1802.05                0         0   
2019-08-06           -1          0          0           1799.2     -2.85   
2019-08-12            1          1    1900.44                0         0   
2019-10-03           -1          0          0          1936.55     36.11   
2019-10-16            1          1     2016.8                0         0   
2019-11-08           -1          0          0             1941     -75.8   
2019-12-16            1          1    1983.47                0         0   
2020-01-27           -1          0          0          1906.41    -77.06   
2020-04-30            1          1    1514.53                0         0   
2020-05-14           -1          0          0          1348.74   -165.79   
2020-05-19            1          1    1556.29                0         0   
2020-06-29           -1          0          0          1567.77     11.48   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-28    -1787.62         1813.6          25.98         25.98  
2019-03-04      -63.96              0         -63.96        -63.96  
2019-04-10    -1857.81           1806         -51.81        -51.81  
2019-05-09     -128.38              0        -128.38       -128.38  
2019-06-13    -1930.43        1809.52        -120.91       -120.91  
2019-08-06     -131.23              0        -131.23       -131.23  
2019-08-12    -2031.67        1916.89        -114.78       -114.78  
2019-10-03      -95.12              0         -95.12        -95.12  
2019-10-16    -2111.92        2027.63         -84.29        -84.29  
2019-11-08     -170.92              0        -170.92       -170.92  
2019-12-16    -2154.39        1995.02        -159.37       -159.37  
2020-01-27     -247.98              0        -247.98       -247.98  
2020-04-30    -1762.51        1480.57        -281.94       -281.94  
2020-05-14     -413.77              0        -413.77       -413.77  
2020-05-19    -1970.06        1547.56         -422.5        -422.5  
2020-06-29     -402.29              0        -402.29       -402.29  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-402.29
The current status of the model is: Waiting to enter since 2020-06-29 00:00:00 

Processing portfolio for model: EMA_009_SlowMA_25_FastMA_15
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-08 00:00:00 at the price of 1937.05
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-01 00:00:00 at the price of 1442.75
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
SOLD QTY: -1 on 2020-05-13 00:00:00 at the price of 1379.34
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-29            1          1    1816.62                0         0   
2019-03-05           -1          0          0             1715   -101.62   
2019-04-12            1          1    1827.87                0         0   
2019-05-10           -1          0          0             1825     -2.87   
2019-06-14            1          1     1808.2                0         0   
2019-08-07           -1          0          0           1758.4     -49.8   
2019-08-09            1          1    1926.54                0         0   
2019-10-08           -1          0          0          1937.05     10.51   
2019-10-16            1          1     2016.8                0         0   
2019-11-08           -1          0          0             1941     -75.8   
2019-12-17            1          1       2000                0         0   
2020-01-28           -1          0          0          1914.67    -85.33   
2020-05-01            1          1    1442.75                0         0   
2020-05-07           -1          0          0          1392.26    -50.49   
2020-05-08            1          1    1416.69                0         0   
2020-05-13           -1          0          0          1379.34    -37.35   
2020-05-19            1          1    1556.29                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-29    -1816.62         1808.8          -7.82         -7.82  
2019-03-05     -101.62              0        -101.62       -101.62  
2019-04-12    -1929.49        1833.07         -96.42        -96.42  
2019-05-10     -104.49              0        -104.49       -104.49  
2019-06-14    -1912.69         1775.5        -137.19       -137.19  
2019-08-07     -154.29              0        -154.29       -154.29  
2019-08-09    -2080.83        1917.69        -163.14       -163.14  
2019-10-08     -143.78              0        -143.78       -143.78  
2019-10-16    -2160.58        2027.63        -132.95       -132.95  
2019-11-08     -219.58              0        -219.58       -219.58  
2019-12-17    -2219.58        2001.87        -217.71       -217.71  
2020-01-28     -304.91              0        -304.91       -304.91  
2020-05-01    -1747.66        1448.79        -298.87       -298.87  
2020-05-07      -355.4              0         -355.4        -355.4  
2020-05-08    -1772.09        1430.83        -341.26       -341.26  
2020-05-13     -392.75              0        -392.75       -392.75  
2020-05-19    -1949.04        1547.56        -401.48       -401.48  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-290.25
The current status of the model is: Holding a position since 2020-05-19 00:00:00 

Processing portfolio for model: EMA_010_SlowMA_25_FastMA_20
BOUGHT QTY: 1 on 2019-01-30 00:00:00 at the price of 1825.33
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-05-13 00:00:00 at the price of 1800.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-19 00:00:00 at the price of 1812.0
SOLD QTY: -1 on 2019-10-10 00:00:00 at the price of 1942.69
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-30            1          1    1825.33                0         0   
2019-03-06           -1          0          0          1748.37    -76.96   
2019-04-15            1          1       1834                0         0   
2019-05-10           -1          0          0             1825        -9   
2019-05-13            1          1       1800                0         0   
2019-05-14           -1          0          0          1787.12    -12.88   
2019-06-19            1          1       1812                0         0   
2019-10-10           -1          0          0          1942.69    130.69   
2019-10-15            1          1    1992.21                0         0   
2019-11-11           -1          0          0             1869   -123.21   
2019-12-18            1          1    2008.67                0         0   
2020-01-29           -1          0          0          1924.04    -84.63   
2020-05-19            1          1    1556.29                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-30    -1825.33         1818.7          -6.63         -6.63  
2019-03-06      -76.96              0         -76.96        -76.96  
2019-04-15    -1910.96        1846.23         -64.73        -64.73  
2019-05-10      -85.96              0         -85.96        -85.96  
2019-05-13    -1885.96        1777.26         -108.7        -108.7  
2019-05-14      -98.84              0         -98.84        -98.84  
2019-06-19    -1910.84        1842.06         -68.78        -68.78  
2019-10-10       31.85              0          31.85         31.85  
2019-10-15    -1960.36        2016.39          56.03         56.03  
2019-11-11      -91.36              0         -91.36        -91.36  
2019-12-18    -2100.03        1991.51        -108.52       -108.52  
2020-01-29     -175.99              0        -175.99       -175.99  
2020-05-19    -1732.28        1547.56        -184.72       -184.72  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-73.49
The current status of the model is: Holding a position since 2020-05-19 00:00:00 

Processing portfolio for model: EMA_011_SlowMA_30_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-09 00:00:00 at the price of 1776.75
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 1799.5
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-09-30 00:00:00 at the price of 1953.0
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-13 00:00:00 at the price of 1960.87
SOLD QTY: -1 on 2020-01-24 00:00:00 at the price of 1998.0
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-04-20 00:00:00 at the price of 1462.05
SOLD QTY: -1 on 2020-04-21 00:00:00 at the price of 1382.81
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-11 00:00:00 at the price of 1427.02
SOLD QTY: -1 on 2020-05-12 00:00:00 at the price of 1401.09
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-29 00:00:00 at the price of 1567.77
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-25            1          1    1811.99                0         0   
2019-03-01           -1          0          0           1708.2   -103.79   
2019-04-09            1          1    1776.75                0         0   
2019-05-08           -1          0          0          1765.01    -11.74   
2019-06-11            1          1     1799.5                0         0   
2019-08-06           -1          0          0           1799.2      -0.3   
2019-08-12            1          1    1900.44                0         0   
2019-09-30           -1          0          0             1953     52.56   
2019-10-16            1          1     2016.8                0         0   
2019-11-08           -1          0          0             1941     -75.8   
2019-12-13            1          1    1960.87                0         0   
2020-01-24           -1          0          0             1998     37.13   
2020-02-19            1          1    1982.76                0         0   
2020-02-24           -1          0          0          1830.93   -151.83   
2020-04-20            1          1    1462.05                0         0   
2020-04-21           -1          0          0          1382.81    -79.24   
2020-04-30            1          1    1514.53                0         0   
2020-05-07           -1          0          0          1392.26   -122.27   
2020-05-11            1          1    1427.02                0         0   
2020-05-12           -1          0          0          1401.09    -25.93   
2020-05-19            1          1    1556.29                0         0   
2020-06-29           -1          0          0          1567.77     11.48   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-25    -1811.99         1802.2          -9.79         -9.79  
2019-03-01     -103.79              0        -103.79       -103.79  
2019-04-09    -1880.54        1794.47         -86.07        -86.07  
2019-05-08     -115.53              0        -115.53       -115.53  
2019-06-11    -1915.03        1803.63         -111.4        -111.4  
2019-08-06     -115.83              0        -115.83       -115.83  
2019-08-12    -2016.27        1916.89         -99.38        -99.38  
2019-09-30      -63.27              0         -63.27        -63.27  
2019-10-16    -2080.07        2027.63         -52.44        -52.44  
2019-11-08     -139.07              0        -139.07       -139.07  
2019-12-13    -2099.94         1973.6        -126.34       -126.34  
2020-01-24     -101.94              0        -101.94       -101.94  
2020-02-19     -2084.7        1968.49        -116.21       -116.21  
2020-02-24     -253.77              0        -253.77       -253.77  
2020-04-20    -1715.82        1411.63        -304.19       -304.19  
2020-04-21     -333.01              0        -333.01       -333.01  
2020-04-30    -1847.54        1480.57        -366.97       -366.97  
2020-05-07     -455.28              0        -455.28       -455.28  
2020-05-11     -1882.3           1411         -471.3        -471.3  
2020-05-12     -481.21              0        -481.21       -481.21  
2020-05-19     -2037.5        1547.56        -489.94       -489.94  
2020-06-29     -469.73              0        -469.73       -469.73  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-469.73
The current status of the model is: Waiting to enter since 2020-06-29 00:00:00 

Processing portfolio for model: EMA_012_SlowMA_30_FastMA_10
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-11 00:00:00 at the price of 1810.0
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-13 00:00:00 at the price of 1802.05
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-10-04 00:00:00 at the price of 1970.64
BOUGHT QTY: 1 on 2019-10-07 00:00:00 at the price of 1971.01
SOLD QTY: -1 on 2019-10-08 00:00:00 at the price of 1937.05
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-01 00:00:00 at the price of 1442.75
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-11 00:00:00 at the price of 1427.02
SOLD QTY: -1 on 2020-05-12 00:00:00 at the price of 1401.09
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-07-01 00:00:00 at the price of 1606.05
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-28            1          1    1787.62                0         0   
2019-03-04           -1          0          0          1723.66    -63.96   
2019-04-11            1          1       1810                0         0   
2019-05-09           -1          0          0          1729.43    -80.57   
2019-06-13            1          1    1802.05                0         0   
2019-08-07           -1          0          0           1758.4    -43.65   
2019-08-12            1          1    1900.44                0         0   
2019-10-04           -1          0          0          1970.64      70.2   
2019-10-07            1          1    1971.01                0         0   
2019-10-08           -1          0          0          1937.05    -33.96   
2019-10-16            1          1     2016.8                0         0   
2019-11-08           -1          0          0             1941     -75.8   
2019-12-16            1          1    1983.47                0         0   
2020-01-28           -1          0          0          1914.67     -68.8   
2020-05-01            1          1    1442.75                0         0   
2020-05-07           -1          0          0          1392.26    -50.49   
2020-05-11            1          1    1427.02                0         0   
2020-05-12           -1          0          0          1401.09    -25.93   
2020-05-19            1          1    1556.29                0         0   
2020-07-01           -1          0          0          1606.05     49.76   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-28    -1787.62         1813.6          25.98         25.98  
2019-03-04      -63.96              0         -63.96        -63.96  
2019-04-11    -1873.96        1818.59         -55.37        -55.37  
2019-05-09     -144.53              0        -144.53       -144.53  
2019-06-13    -1946.58        1809.52        -137.06       -137.06  
2019-08-07     -188.18              0        -188.18       -188.18  
2019-08-12    -2088.62        1916.89        -171.73       -171.73  
2019-10-04     -117.98              0        -117.98       -117.98  
2019-10-07    -2088.99        1951.56        -137.43       -137.43  
2019-10-08     -151.94              0        -151.94       -151.94  
2019-10-16    -2168.74        2027.63        -141.11       -141.11  
2019-11-08     -227.74              0        -227.74       -227.74  
2019-12-16    -2211.21        1995.02        -216.19       -216.19  
2020-01-28     -296.54              0        -296.54       -296.54  
2020-05-01    -1739.29        1448.79         -290.5        -290.5  
2020-05-07     -347.03              0        -347.03       -347.03  
2020-05-11    -1774.05           1411        -363.05       -363.05  
2020-05-12     -372.96              0        -372.96       -372.96  
2020-05-19    -1929.25        1547.56        -381.69       -381.69  
2020-07-01      -323.2              0         -323.2        -323.2  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-323.20
The current status of the model is: Waiting to enter since 2020-07-01 00:00:00 

Processing portfolio for model: EMA_013_SlowMA_30_FastMA_15
BOUGHT QTY: 1 on 2019-01-30 00:00:00 at the price of 1825.33
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-19 00:00:00 at the price of 1812.0
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-10 00:00:00 at the price of 1942.69
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-30            1          1    1825.33                0         0   
2019-03-06           -1          0          0          1748.37    -76.96   
2019-04-12            1          1    1827.87                0         0   
2019-05-10           -1          0          0             1825     -2.87   
2019-06-19            1          1       1812                0         0   
2019-08-08           -1          0          0             1900        88   
2019-08-09            1          1    1926.54                0         0   
2019-10-10           -1          0          0          1942.69     16.15   
2019-10-16            1          1     2016.8                0         0   
2019-11-11           -1          0          0             1869    -147.8   
2019-12-17            1          1       2000                0         0   
2020-01-29           -1          0          0          1924.04    -75.96   
2020-05-19            1          1    1556.29                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-30    -1825.33         1818.7          -6.63         -6.63  
2019-03-06      -76.96              0         -76.96        -76.96  
2019-04-12    -1904.83        1833.07         -71.76        -71.76  
2019-05-10      -79.83              0         -79.83        -79.83  
2019-06-19    -1891.83        1842.06         -49.77        -49.77  
2019-08-08        8.17              0           8.17          8.17  
2019-08-09    -1918.37        1917.69          -0.68         -0.68  
2019-10-10       24.32              0          24.32         24.32  
2019-10-16    -1992.48        2027.63          35.15         35.15  
2019-11-11     -123.48              0        -123.48       -123.48  
2019-12-17    -2123.48        2001.87        -121.61       -121.61  
2020-01-29     -199.44              0        -199.44       -199.44  
2020-05-19    -1755.73        1547.56        -208.17       -208.17  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-96.94
The current status of the model is: Holding a position since 2020-05-19 00:00:00 

Processing portfolio for model: EMA_014_SlowMA_30_FastMA_20
BOUGHT QTY: 1 on 2019-01-31 00:00:00 at the price of 1820.37
SOLD QTY: -1 on 2019-03-07 00:00:00 at the price of 1746.5
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-31            1          1    1820.37                0         0   
2019-03-07           -1          0          0           1746.5    -73.87   
2019-04-15            1          1       1834                0         0   
2019-05-14           -1          0          0          1787.12    -46.88   
2019-06-20            1          1    1862.07                0         0   
2019-11-11           -1          0          0             1869      6.93   
2019-12-18            1          1    2008.67                0         0   
2020-01-30           -1          0          0          1871.42   -137.25   
2020-05-20            1          1    1578.52                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-31    -1820.37        1832.81          12.44         12.44  
2019-03-07      -73.87              0         -73.87        -73.87  
2019-04-15    -1907.87        1846.23         -61.64        -61.64  
2019-05-14     -120.75              0        -120.75       -120.75  
2019-06-20    -1982.82        1861.31        -121.51       -121.51  
2019-11-11     -113.82              0        -113.82       -113.82  
2019-12-18    -2122.49        1991.51        -130.98       -130.98  
2020-01-30     -251.07              0        -251.07       -251.07  
2020-05-20    -1829.59        1599.15        -230.44       -230.44  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-170.80
The current status of the model is: Holding a position since 2020-05-20 00:00:00 

Processing portfolio for model: EMA_015_SlowMA_35_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-09 00:00:00 at the price of 1776.75
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-10-01 00:00:00 at the price of 1977.0
BOUGHT QTY: 1 on 2019-10-02 00:00:00 at the price of 1969.0
SOLD QTY: -1 on 2019-10-03 00:00:00 at the price of 1936.55
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-13 00:00:00 at the price of 1960.87
SOLD QTY: -1 on 2020-01-24 00:00:00 at the price of 1998.0
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-06 00:00:00 at the price of 1397.46
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-29 00:00:00 at the price of 1567.77
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-25            1          1    1811.99                0         0   
2019-03-01           -1          0          0           1708.2   -103.79   
2019-04-09            1          1    1776.75                0         0   
2019-05-08           -1          0          0          1765.01    -11.74   
2019-06-12            1          1    1804.17                0         0   
2019-08-06           -1          0          0           1799.2     -4.97   
2019-08-12            1          1    1900.44                0         0   
2019-10-01           -1          0          0             1977     76.56   
2019-10-02            1          1       1969                0         0   
2019-10-03           -1          0          0          1936.55    -32.45   
2019-10-15            1          1    1992.21                0         0   
2019-11-08           -1          0          0             1941    -51.21   
2019-12-13            1          1    1960.87                0         0   
2020-01-24           -1          0          0             1998     37.13   
2020-02-19            1          1    1982.76                0         0   
2020-02-24           -1          0          0          1830.93   -151.83   
2020-04-30            1          1    1514.53                0         0   
2020-05-06           -1          0          0          1397.46   -117.07   
2020-05-19            1          1    1556.29                0         0   
2020-06-29           -1          0          0          1567.77     11.48   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-25    -1811.99         1802.2          -9.79         -9.79  
2019-03-01     -103.79              0        -103.79       -103.79  
2019-04-09    -1880.54        1794.47         -86.07        -86.07  
2019-05-08     -115.53              0        -115.53       -115.53  
2019-06-12     -1919.7         1798.9         -120.8        -120.8  
2019-08-06      -120.5              0         -120.5        -120.5  
2019-08-12    -2020.94        1916.89        -104.05       -104.05  
2019-10-01      -43.94              0         -43.94        -43.94  
2019-10-02    -2012.94        1941.44          -71.5         -71.5  
2019-10-03      -76.39              0         -76.39        -76.39  
2019-10-15     -2068.6        2016.39         -52.21        -52.21  
2019-11-08      -127.6              0         -127.6        -127.6  
2019-12-13    -2088.47         1973.6        -114.87       -114.87  
2020-01-24      -90.47              0         -90.47        -90.47  
2020-02-19    -2073.23        1968.49        -104.74       -104.74  
2020-02-24      -242.3              0         -242.3        -242.3  
2020-04-30    -1756.83        1480.57        -276.26       -276.26  
2020-05-06     -359.37              0        -359.37       -359.37  
2020-05-19    -1915.66        1547.56         -368.1        -368.1  
2020-06-29     -347.89              0        -347.89       -347.89  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-347.89
The current status of the model is: Waiting to enter since 2020-06-29 00:00:00 

Processing portfolio for model: EMA_016_SlowMA_35_FastMA_10
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-11 00:00:00 at the price of 1810.0
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-09 00:00:00 at the price of 1953.72
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-29            1          1    1816.62                0         0   
2019-03-05           -1          0          0             1715   -101.62   
2019-04-11            1          1       1810                0         0   
2019-05-09           -1          0          0          1729.43    -80.57   
2019-06-14            1          1     1808.2                0         0   
2019-08-07           -1          0          0           1758.4     -49.8   
2019-08-09            1          1    1926.54                0         0   
2019-10-09           -1          0          0          1953.72     27.18   
2019-10-16            1          1     2016.8                0         0   
2019-11-08           -1          0          0             1941     -75.8   
2019-12-17            1          1       2000                0         0   
2020-01-28           -1          0          0          1914.67    -85.33   
2020-05-20            1          1    1578.52                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-29    -1816.62         1808.8          -7.82         -7.82  
2019-03-05     -101.62              0        -101.62       -101.62  
2019-04-11    -1911.62        1818.59         -93.03        -93.03  
2019-05-09     -182.19              0        -182.19       -182.19  
2019-06-14    -1990.39         1775.5        -214.89       -214.89  
2019-08-07     -231.99              0        -231.99       -231.99  
2019-08-09    -2158.53        1917.69        -240.84       -240.84  
2019-10-09     -204.81              0        -204.81       -204.81  
2019-10-16    -2221.61        2027.63        -193.98       -193.98  
2019-11-08     -280.61              0        -280.61       -280.61  
2019-12-17    -2280.61        2001.87        -278.74       -278.74  
2020-01-28     -365.94              0        -365.94       -365.94  
2020-05-20    -1944.46        1599.15        -345.31       -345.31  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-285.67
The current status of the model is: Holding a position since 2020-05-20 00:00:00 

Processing portfolio for model: EMA_017_SlowMA_35_FastMA_15
BOUGHT QTY: 1 on 2019-01-30 00:00:00 at the price of 1825.33
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-05-13 00:00:00 at the price of 1800.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-19 00:00:00 at the price of 1812.0
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-30            1          1    1825.33                0         0   
2019-03-06           -1          0          0          1748.37    -76.96   
2019-04-15            1          1       1834                0         0   
2019-05-10           -1          0          0             1825        -9   
2019-05-13            1          1       1800                0         0   
2019-05-14           -1          0          0          1787.12    -12.88   
2019-06-19            1          1       1812                0         0   
2019-11-11           -1          0          0             1869        57   
2019-12-18            1          1    2008.67                0         0   
2020-01-29           -1          0          0          1924.04    -84.63   
2020-05-20            1          1    1578.52                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-30    -1825.33         1818.7          -6.63         -6.63  
2019-03-06      -76.96              0         -76.96        -76.96  
2019-04-15    -1910.96        1846.23         -64.73        -64.73  
2019-05-10      -85.96              0         -85.96        -85.96  
2019-05-13    -1885.96        1777.26         -108.7        -108.7  
2019-05-14      -98.84              0         -98.84        -98.84  
2019-06-19    -1910.84        1842.06         -68.78        -68.78  
2019-11-11      -41.84              0         -41.84        -41.84  
2019-12-18    -2050.51        1991.51            -59           -59  
2020-01-29     -126.47              0        -126.47       -126.47  
2020-05-20    -1704.99        1599.15        -105.84       -105.84  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-46.20
The current status of the model is: Holding a position since 2020-05-20 00:00:00 

Processing portfolio for model: EMA_018_SlowMA_35_FastMA_20
BOUGHT QTY: 1 on 2019-02-01 00:00:00 at the price of 1824.05
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-15 00:00:00 at the price of 1778.6
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-19 00:00:00 at the price of 1996.0
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-21 00:00:00 at the price of 1605.0
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-02-01            1          1    1824.05                0         0   
2019-03-08           -1          0          0          1708.04   -116.01   
2019-04-15            1          1       1834                0         0   
2019-05-15           -1          0          0           1778.6     -55.4   
2019-06-20            1          1    1862.07                0         0   
2019-11-11           -1          0          0             1869      6.93   
2019-12-19            1          1       1996                0         0   
2020-01-30           -1          0          0          1871.42   -124.58   
2020-05-21            1          1       1605                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-02-01    -1824.05        1836.96          12.91         12.91  
2019-03-08     -116.01              0        -116.01       -116.01  
2019-04-15    -1950.01        1846.23        -103.78       -103.78  
2019-05-15     -171.41              0        -171.41       -171.41  
2019-06-20    -2033.48        1861.31        -172.17       -172.17  
2019-11-11     -164.48              0        -164.48       -164.48  
2019-12-19    -2160.48        2003.12        -157.36       -157.36  
2020-01-30     -289.06              0        -289.06       -289.06  
2020-05-21    -1894.06        1595.68        -298.38       -298.38  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-235.27
The current status of the model is: Holding a position since 2020-05-21 00:00:00 

Processing portfolio for model: EMA_019_SlowMA_40_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-03 00:00:00 at the price of 1936.55
BOUGHT QTY: 1 on 2019-10-07 00:00:00 at the price of 1971.01
SOLD QTY: -1 on 2019-10-08 00:00:00 at the price of 1937.05
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-05-01 00:00:00 at the price of 1442.75
SOLD QTY: -1 on 2020-05-05 00:00:00 at the price of 1443.25
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-29 00:00:00 at the price of 1567.77
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-25            1          1    1811.99                0         0   
2019-03-01           -1          0          0           1708.2   -103.79   
2019-04-10            1          1    1793.85                0         0   
2019-05-08           -1          0          0          1765.01    -28.84   
2019-06-12            1          1    1804.17                0         0   
2019-08-06           -1          0          0           1799.2     -4.97   
2019-08-09            1          1    1926.54                0         0   
2019-10-03           -1          0          0          1936.55     10.01   
2019-10-07            1          1    1971.01                0         0   
2019-10-08           -1          0          0          1937.05    -33.96   
2019-10-15            1          1    1992.21                0         0   
2019-11-08           -1          0          0             1941    -51.21   
2019-12-16            1          1    1983.47                0         0   
2020-01-27           -1          0          0          1906.41    -77.06   
2020-02-19            1          1    1982.76                0         0   
2020-02-24           -1          0          0          1830.93   -151.83   
2020-05-01            1          1    1442.75                0         0   
2020-05-05           -1          0          0          1443.25       0.5   
2020-05-19            1          1    1556.29                0         0   
2020-06-29           -1          0          0          1567.77     11.48   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-25    -1811.99         1802.2          -9.79         -9.79  
2019-03-01     -103.79              0        -103.79       -103.79  
2019-04-10    -1897.64           1806         -91.64        -91.64  
2019-05-08     -132.63              0        -132.63       -132.63  
2019-06-12     -1936.8         1798.9         -137.9        -137.9  
2019-08-06      -137.6              0         -137.6        -137.6  
2019-08-09    -2064.14        1917.69        -146.45       -146.45  
2019-10-03     -127.59              0        -127.59       -127.59  
2019-10-07     -2098.6        1951.56        -147.04       -147.04  
2019-10-08     -161.55              0        -161.55       -161.55  
2019-10-15    -2153.76        2016.39        -137.37       -137.37  
2019-11-08     -212.76              0        -212.76       -212.76  
2019-12-16    -2196.23        1995.02        -201.21       -201.21  
2020-01-27     -289.82              0        -289.82       -289.82  
2020-02-19    -2272.58        1968.49        -304.09       -304.09  
2020-02-24     -441.65              0        -441.65       -441.65  
2020-05-01     -1884.4        1448.79        -435.61       -435.61  
2020-05-05     -441.15              0        -441.15       -441.15  
2020-05-19    -1997.44        1547.56        -449.88       -449.88  
2020-06-29     -429.67              0        -429.67       -429.67  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-429.67
The current status of the model is: Waiting to enter since 2020-06-29 00:00:00 

Processing portfolio for model: EMA_020_SlowMA_40_FastMA_10
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-10 00:00:00 at the price of 1942.69
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-29            1          1    1816.62                0         0   
2019-03-05           -1          0          0             1715   -101.62   
2019-04-12            1          1    1827.87                0         0   
2019-05-09           -1          0          0          1729.43    -98.44   
2019-06-14            1          1     1808.2                0         0   
2019-08-07           -1          0          0           1758.4     -49.8   
2019-08-09            1          1    1926.54                0         0   
2019-10-10           -1          0          0          1942.69     16.15   
2019-10-15            1          1    1992.21                0         0   
2019-11-08           -1          0          0             1941    -51.21   
2019-12-17            1          1       2000                0         0   
2020-01-28           -1          0          0          1914.67    -85.33   
2020-05-20            1          1    1578.52                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-29    -1816.62         1808.8          -7.82         -7.82  
2019-03-05     -101.62              0        -101.62       -101.62  
2019-04-12    -1929.49        1833.07         -96.42        -96.42  
2019-05-09     -200.06              0        -200.06       -200.06  
2019-06-14    -2008.26         1775.5        -232.76       -232.76  
2019-08-07     -249.86              0        -249.86       -249.86  
2019-08-09     -2176.4        1917.69        -258.71       -258.71  
2019-10-10     -233.71              0        -233.71       -233.71  
2019-10-15    -2225.92        2016.39        -209.53       -209.53  
2019-11-08     -284.92              0        -284.92       -284.92  
2019-12-17    -2284.92        2001.87        -283.05       -283.05  
2020-01-28     -370.25              0        -370.25       -370.25  
2020-05-20    -1948.77        1599.15        -349.62       -349.62  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-289.98
The current status of the model is: Holding a position since 2020-05-20 00:00:00 

Processing portfolio for model: EMA_021_SlowMA_40_FastMA_15
BOUGHT QTY: 1 on 2019-01-31 00:00:00 at the price of 1820.37
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-05-13 00:00:00 at the price of 1800.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-05-21 00:00:00 at the price of 1605.0
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-31            1          1    1820.37                0         0   
2019-03-06           -1          0          0          1748.37       -72   
2019-04-15            1          1       1834                0         0   
2019-05-10           -1          0          0             1825        -9   
2019-05-13            1          1       1800                0         0   
2019-05-14           -1          0          0          1787.12    -12.88   
2019-06-20            1          1    1862.07                0         0   
2019-11-11           -1          0          0             1869      6.93   
2019-12-18            1          1    2008.67                0         0   
2020-01-29           -1          0          0          1924.04    -84.63   
2020-05-21            1          1       1605                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-31    -1820.37        1832.81          12.44         12.44  
2019-03-06         -72              0            -72           -72  
2019-04-15       -1906        1846.23         -59.77        -59.77  
2019-05-10         -81              0            -81           -81  
2019-05-13       -1881        1777.26        -103.74       -103.74  
2019-05-14      -93.88              0         -93.88        -93.88  
2019-06-20    -1955.95        1861.31         -94.64        -94.64  
2019-11-11      -86.95              0         -86.95        -86.95  
2019-12-18    -2095.62        1991.51        -104.11       -104.11  
2020-01-29     -171.58              0        -171.58       -171.58  
2020-05-21    -1776.58        1595.68         -180.9        -180.9  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-117.79
The current status of the model is: Holding a position since 2020-05-21 00:00:00 

Processing portfolio for model: EMA_022_SlowMA_40_FastMA_20
BOUGHT QTY: 1 on 2019-02-01 00:00:00 at the price of 1824.05
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-16 00:00:00 at the price of 1851.8
SOLD QTY: -1 on 2019-05-16 00:00:00 at the price of 1790.0
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-12 00:00:00 at the price of 1901.35
BOUGHT QTY: 1 on 2019-12-19 00:00:00 at the price of 1996.0
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-22 00:00:00 at the price of 1591.74
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-02-01            1          1    1824.05                0         0   
2019-03-08           -1          0          0          1708.04   -116.01   
2019-04-16            1          1     1851.8                0         0   
2019-05-16           -1          0          0             1790     -61.8   
2019-06-20            1          1    1862.07                0         0   
2019-11-12           -1          0          0          1901.35     39.28   
2019-12-19            1          1       1996                0         0   
2020-01-30           -1          0          0          1871.42   -124.58   
2020-05-22            1          1    1591.74                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-02-01    -1824.05        1836.96          12.91         12.91  
2019-03-08     -116.01              0        -116.01       -116.01  
2019-04-16    -1967.81         1841.7        -126.11       -126.11  
2019-05-16     -177.81              0        -177.81       -177.81  
2019-06-20    -2039.88        1861.31        -178.57       -178.57  
2019-11-12     -138.53              0        -138.53       -138.53  
2019-12-19    -2134.53        2003.12        -131.41       -131.41  
2020-01-30     -263.11              0        -263.11       -263.11  
2020-05-22    -1854.85         1631.3        -223.55       -223.55  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-196.06
The current status of the model is: Holding a position since 2020-05-22 00:00:00 

Processing portfolio for model: EMA_023_SlowMA_45_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-09 00:00:00 at the price of 1953.72
BOUGHT QTY: 1 on 2019-10-14 00:00:00 at the price of 1964.52
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-02-20 00:00:00 at the price of 1960.0
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
SOLD QTY: -1 on 2020-07-01 00:00:00 at the price of 1606.05
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-25            1          1    1811.99                0         0   
2019-03-04           -1          0          0          1723.66    -88.33   
2019-04-10            1          1    1793.85                0         0   
2019-05-08           -1          0          0          1765.01    -28.84   
2019-06-12            1          1    1804.17                0         0   
2019-08-06           -1          0          0           1799.2     -4.97   
2019-08-09            1          1    1926.54                0         0   
2019-10-09           -1          0          0          1953.72     27.18   
2019-10-14            1          1    1964.52                0         0   
2019-11-08           -1          0          0             1941    -23.52   
2019-12-16            1          1    1983.47                0         0   
2020-01-27           -1          0          0          1906.41    -77.06   
2020-02-20            1          1       1960                0         0   
2020-02-24           -1          0          0          1830.93   -129.07   
2020-05-20            1          1    1578.52                0         0   
2020-07-01           -1          0          0          1606.05     27.53   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-25    -1811.99         1802.2          -9.79         -9.79  
2019-03-04      -88.33              0         -88.33        -88.33  
2019-04-10    -1882.18           1806         -76.18        -76.18  
2019-05-08     -117.17              0        -117.17       -117.17  
2019-06-12    -1921.34         1798.9        -122.44       -122.44  
2019-08-06     -122.14              0        -122.14       -122.14  
2019-08-09    -2048.68        1917.69        -130.99       -130.99  
2019-10-09      -94.96              0         -94.96        -94.96  
2019-10-14    -2059.48        1988.75         -70.73        -70.73  
2019-11-08     -118.48              0        -118.48       -118.48  
2019-12-16    -2101.95        1995.02        -106.93       -106.93  
2020-01-27     -195.54              0        -195.54       -195.54  
2020-02-20    -2155.54        1970.91        -184.63       -184.63  
2020-02-24     -324.61              0        -324.61       -324.61  
2020-05-20    -1903.13        1599.15        -303.98       -303.98  
2020-07-01     -297.08              0        -297.08       -297.08  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-297.08
The current status of the model is: Waiting to enter since 2020-07-01 00:00:00 

Processing portfolio for model: EMA_024_SlowMA_45_FastMA_10
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-17 00:00:00 at the price of 1776.0
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-21 00:00:00 at the price of 1605.0
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-29            1          1    1816.62                0         0   
2019-03-05           -1          0          0             1715   -101.62   
2019-04-12            1          1    1827.87                0         0   
2019-05-10           -1          0          0             1825     -2.87   
2019-06-17            1          1       1776                0         0   
2019-08-08           -1          0          0             1900       124   
2019-08-09            1          1    1926.54                0         0   
2019-11-11           -1          0          0             1869    -57.54   
2019-12-17            1          1       2000                0         0   
2020-01-28           -1          0          0          1914.67    -85.33   
2020-05-21            1          1       1605                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-29    -1816.62         1808.8          -7.82         -7.82  
2019-03-05     -101.62              0        -101.62       -101.62  
2019-04-12    -1929.49        1833.07         -96.42        -96.42  
2019-05-10     -104.49              0        -104.49       -104.49  
2019-06-17    -1880.49        1781.41         -99.08        -99.08  
2019-08-08       19.51              0          19.51         19.51  
2019-08-09    -1907.03        1917.69          10.66         10.66  
2019-11-11      -38.03              0         -38.03        -38.03  
2019-12-17    -2038.03        2001.87         -36.16        -36.16  
2020-01-28     -123.36              0        -123.36       -123.36  
2020-05-21    -1728.36        1595.68        -132.68       -132.68  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-69.57
The current status of the model is: Holding a position since 2020-05-21 00:00:00 

Processing portfolio for model: EMA_025_SlowMA_45_FastMA_15
BOUGHT QTY: 1 on 2019-01-31 00:00:00 at the price of 1820.37
SOLD QTY: -1 on 2019-03-07 00:00:00 at the price of 1746.5
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-22 00:00:00 at the price of 1591.74
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-31            1          1    1820.37                0         0   
2019-03-07           -1          0          0           1746.5    -73.87   
2019-04-15            1          1       1834                0         0   
2019-05-14           -1          0          0          1787.12    -46.88   
2019-06-20            1          1    1862.07                0         0   
2019-11-11           -1          0          0             1869      6.93   
2019-12-18            1          1    2008.67                0         0   
2020-01-30           -1          0          0          1871.42   -137.25   
2020-05-22            1          1    1591.74                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-31    -1820.37        1832.81          12.44         12.44  
2019-03-07      -73.87              0         -73.87        -73.87  
2019-04-15    -1907.87        1846.23         -61.64        -61.64  
2019-05-14     -120.75              0        -120.75       -120.75  
2019-06-20    -1982.82        1861.31        -121.51       -121.51  
2019-11-11     -113.82              0        -113.82       -113.82  
2019-12-18    -2122.49        1991.51        -130.98       -130.98  
2020-01-30     -251.07              0        -251.07       -251.07  
2020-05-22    -1842.81         1631.3        -211.51       -211.51  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-184.02
The current status of the model is: Holding a position since 2020-05-22 00:00:00 

Processing portfolio for model: EMA_026_SlowMA_45_FastMA_20
BOUGHT QTY: 1 on 2019-02-04 00:00:00 at the price of 1840.39
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-16 00:00:00 at the price of 1851.8
SOLD QTY: -1 on 2019-05-20 00:00:00 at the price of 1769.73
BOUGHT QTY: 1 on 2019-06-21 00:00:00 at the price of 1859.36
SOLD QTY: -1 on 2019-11-12 00:00:00 at the price of 1901.35
BOUGHT QTY: 1 on 2019-12-20 00:00:00 at the price of 2017.0
SOLD QTY: -1 on 2020-01-31 00:00:00 at the price of 1865.93
BOUGHT QTY: 1 on 2020-05-26 00:00:00 at the price of 1704.32
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-02-04            1          1    1840.39                0         0   
2019-03-08           -1          0          0          1708.04   -132.35   
2019-04-16            1          1     1851.8                0         0   
2019-05-20           -1          0          0          1769.73    -82.07   
2019-06-21            1          1    1859.36                0         0   
2019-11-12           -1          0          0          1901.35     41.99   
2019-12-20            1          1       2017                0         0   
2020-01-31           -1          0          0          1865.93   -151.07   
2020-05-26            1          1    1704.32                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-02-04    -1840.39        1860.99           20.6          20.6  
2019-03-08     -132.35              0        -132.35       -132.35  
2019-04-16    -1984.15         1841.7        -142.45       -142.45  
2019-05-20     -214.42              0        -214.42       -214.42  
2019-06-21    -2073.78           1880        -193.78       -193.78  
2019-11-12     -172.43              0        -172.43       -172.43  
2019-12-20    -2189.43        2023.26        -166.17       -166.17  
2020-01-31      -323.5              0         -323.5        -323.5  
2020-05-26    -2027.82        1746.91        -280.91       -280.91  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-369.03
The current status of the model is: Holding a position since 2020-05-26 00:00:00 

Processing portfolio for model: EMA_027_SlowMA_50_FastMA_05
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-09 00:00:00 at the price of 1953.72
BOUGHT QTY: 1 on 2019-10-14 00:00:00 at the price of 1964.52
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-02-20 00:00:00 at the price of 1960.0
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-28            1          1    1787.62                0         0   
2019-03-04           -1          0          0          1723.66    -63.96   
2019-04-10            1          1    1793.85                0         0   
2019-05-08           -1          0          0          1765.01    -28.84   
2019-06-12            1          1    1804.17                0         0   
2019-08-06           -1          0          0           1799.2     -4.97   
2019-08-09            1          1    1926.54                0         0   
2019-10-09           -1          0          0          1953.72     27.18   
2019-10-14            1          1    1964.52                0         0   
2019-11-08           -1          0          0             1941    -23.52   
2019-12-16            1          1    1983.47                0         0   
2020-01-27           -1          0          0          1906.41    -77.06   
2020-02-20            1          1       1960                0         0   
2020-02-24           -1          0          0          1830.93   -129.07   
2020-05-20            1          1    1578.52                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-28    -1787.62         1813.6          25.98         25.98  
2019-03-04      -63.96              0         -63.96        -63.96  
2019-04-10    -1857.81           1806         -51.81        -51.81  
2019-05-08       -92.8              0          -92.8         -92.8  
2019-06-12    -1896.97         1798.9         -98.07        -98.07  
2019-08-06      -97.77              0         -97.77        -97.77  
2019-08-09    -2024.31        1917.69        -106.62       -106.62  
2019-10-09      -70.59              0         -70.59        -70.59  
2019-10-14    -2035.11        1988.75         -46.36        -46.36  
2019-11-08      -94.11              0         -94.11        -94.11  
2019-12-16    -2077.58        1995.02         -82.56        -82.56  
2020-01-27     -171.17              0        -171.17       -171.17  
2020-02-20    -2131.17        1970.91        -160.26       -160.26  
2020-02-24     -300.24              0        -300.24       -300.24  
2020-05-20    -1878.76        1599.15        -279.61       -279.61  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-219.97
The current status of the model is: Holding a position since 2020-05-20 00:00:00 

Processing portfolio for model: EMA_028_SlowMA_50_FastMA_10
BOUGHT QTY: 1 on 2019-01-30 00:00:00 at the price of 1825.33
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-18 00:00:00 at the price of 1808.38
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-21 00:00:00 at the price of 1605.0
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-30            1          1    1825.33                0         0   
2019-03-05           -1          0          0             1715   -110.33   
2019-04-12            1          1    1827.87                0         0   
2019-05-10           -1          0          0             1825     -2.87   
2019-06-18            1          1    1808.38                0         0   
2019-08-08           -1          0          0             1900     91.62   
2019-08-09            1          1    1926.54                0         0   
2019-11-11           -1          0          0             1869    -57.54   
2019-12-17            1          1       2000                0         0   
2020-01-28           -1          0          0          1914.67    -85.33   
2020-05-21            1          1       1605                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-30    -1825.33         1818.7          -6.63         -6.63  
2019-03-05     -110.33              0        -110.33       -110.33  
2019-04-12     -1938.2        1833.07        -105.13       -105.13  
2019-05-10      -113.2              0         -113.2        -113.2  
2019-06-18    -1921.58        1808.99        -112.59       -112.59  
2019-08-08      -21.58              0         -21.58        -21.58  
2019-08-09    -1948.12        1917.69         -30.43        -30.43  
2019-11-11      -79.12              0         -79.12        -79.12  
2019-12-17    -2079.12        2001.87         -77.25        -77.25  
2020-01-28     -164.45              0        -164.45       -164.45  
2020-05-21    -1769.45        1595.68        -173.77       -173.77  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-110.66
The current status of the model is: Holding a position since 2020-05-21 00:00:00 

Processing portfolio for model: EMA_029_SlowMA_50_FastMA_15
BOUGHT QTY: 1 on 2019-02-01 00:00:00 at the price of 1824.05
SOLD QTY: -1 on 2019-03-07 00:00:00 at the price of 1746.5
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-12 00:00:00 at the price of 1901.35
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-22 00:00:00 at the price of 1591.74
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-02-01            1          1    1824.05                0         0   
2019-03-07           -1          0          0           1746.5    -77.55   
2019-04-15            1          1       1834                0         0   
2019-05-14           -1          0          0          1787.12    -46.88   
2019-06-20            1          1    1862.07                0         0   
2019-11-12           -1          0          0          1901.35     39.28   
2019-12-18            1          1    2008.67                0         0   
2020-01-30           -1          0          0          1871.42   -137.25   
2020-05-22            1          1    1591.74                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-02-01    -1824.05        1836.96          12.91         12.91  
2019-03-07      -77.55              0         -77.55        -77.55  
2019-04-15    -1911.55        1846.23         -65.32        -65.32  
2019-05-14     -124.43              0        -124.43       -124.43  
2019-06-20     -1986.5        1861.31        -125.19       -125.19  
2019-11-12      -85.15              0         -85.15        -85.15  
2019-12-18    -2093.82        1991.51        -102.31       -102.31  
2020-01-30      -222.4              0         -222.4        -222.4  
2020-05-22    -1814.14         1631.3        -182.84       -182.84  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-155.35
The current status of the model is: Holding a position since 2020-05-22 00:00:00 

Processing portfolio for model: EMA_030_SlowMA_50_FastMA_20
BOUGHT QTY: 1 on 2019-02-04 00:00:00 at the price of 1840.39
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-16 00:00:00 at the price of 1851.8
SOLD QTY: -1 on 2019-05-20 00:00:00 at the price of 1769.73
BOUGHT QTY: 1 on 2019-06-21 00:00:00 at the price of 1859.36
SOLD QTY: -1 on 2019-11-13 00:00:00 at the price of 1855.59
BOUGHT QTY: 1 on 2019-12-20 00:00:00 at the price of 2017.0
SOLD QTY: -1 on 2020-01-31 00:00:00 at the price of 1865.93
BOUGHT QTY: 1 on 2020-05-27 00:00:00 at the price of 1775.93
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-02-04            1          1    1840.39                0         0   
2019-03-08           -1          0          0          1708.04   -132.35   
2019-04-16            1          1     1851.8                0         0   
2019-05-20           -1          0          0          1769.73    -82.07   
2019-06-21            1          1    1859.36                0         0   
2019-11-13           -1          0          0          1855.59     -3.77   
2019-12-20            1          1       2017                0         0   
2020-01-31           -1          0          0          1865.93   -151.07   
2020-05-27            1          1    1775.93                0         0   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-02-04    -1840.39        1860.99           20.6          20.6  
2019-03-08     -132.35              0        -132.35       -132.35  
2019-04-16    -1984.15         1841.7        -142.45       -142.45  
2019-05-20     -214.42              0        -214.42       -214.42  
2019-06-21    -2073.78           1880        -193.78       -193.78  
2019-11-13     -218.19              0        -218.19       -218.19  
2019-12-20    -2235.19        2023.26        -211.93       -211.93  
2020-01-31     -369.26              0        -369.26       -369.26  
2020-05-27    -2145.19        1698.73        -446.46       -446.46  
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-486.40
The current status of the model is: Holding a position since 2020-05-27 00:00:00 

In [18]:
# Display the model performance summary
performance_summary.sort_values(by=['return_value'], inplace=True, ascending=False)
print(performance_summary)
                     model_name  return_value return_percent
0   EMA_001_SlowMA_10_FastMA_05        -18.50           None
16  EMA_017_SlowMA_35_FastMA_15        -46.20           None
23  EMA_024_SlowMA_45_FastMA_10        -69.57           None
9   EMA_010_SlowMA_25_FastMA_20        -73.49           None
1   EMA_002_SlowMA_15_FastMA_05        -84.93           None
12  EMA_013_SlowMA_30_FastMA_15        -96.94           None
27  EMA_028_SlowMA_50_FastMA_10       -110.66           None
20  EMA_021_SlowMA_40_FastMA_15       -117.79           None
28  EMA_029_SlowMA_50_FastMA_15       -155.35           None
13  EMA_014_SlowMA_30_FastMA_20       -170.80           None
24  EMA_025_SlowMA_45_FastMA_15       -184.02           None
21  EMA_022_SlowMA_40_FastMA_20       -196.06           None
26  EMA_027_SlowMA_50_FastMA_05       -219.97           None
17  EMA_018_SlowMA_35_FastMA_20       -235.27           None
6   EMA_007_SlowMA_25_FastMA_05       -278.61           None
15  EMA_016_SlowMA_35_FastMA_10       -285.67           None
19  EMA_020_SlowMA_40_FastMA_10       -289.98           None
8   EMA_009_SlowMA_25_FastMA_15       -290.25           None
2   EMA_003_SlowMA_15_FastMA_10       -296.93           None
22  EMA_023_SlowMA_45_FastMA_05       -297.08           None
11  EMA_012_SlowMA_30_FastMA_10       -323.20           None
3   EMA_004_SlowMA_20_FastMA_05       -339.81           None
14  EMA_015_SlowMA_35_FastMA_05       -347.89           None
25  EMA_026_SlowMA_45_FastMA_20       -369.03           None
7   EMA_008_SlowMA_25_FastMA_10       -402.29           None
18  EMA_019_SlowMA_40_FastMA_05       -429.67           None
5   EMA_006_SlowMA_20_FastMA_15       -431.77           None
4   EMA_005_SlowMA_20_FastMA_10       -467.21           None
10  EMA_011_SlowMA_30_FastMA_05       -469.73           None
29  EMA_030_SlowMA_50_FastMA_20       -486.40           None
In [19]:
# Display the transactions from the top model
top_model = performance_summary.iloc[0]['model_name']
print('The transactions from the top model %s:' % (top_model))
print(portfolio_collection[top_model][portfolio_collection[top_model].trade_action != 0])
The transactions from the top model EMA_001_SlowMA_10_FastMA_05:
           trade_action qty_onhand cost_basis sold_transaction gain_loss  \
date                                                                       
2019-01-18            1          1    1747.02                0         0   
2019-03-01           -1          0          0           1708.2    -38.82   
2019-03-21            1          1     1765.8                0         0   
2019-03-25           -1          0          0          1714.01    -51.79   
2019-03-27            1          1    1768.98                0         0   
2019-03-28           -1          0          0          1759.99     -8.99   
2019-04-03            1          1    1778.47                0         0   
2019-05-03           -1          0          0          1816.17      37.7   
2019-06-06            1          1    1766.01                0         0   
2019-07-18           -1          0          0          1861.83     95.82   
2019-07-19            1          1    1896.03                0         0   
2019-08-02           -1          0          0          1874.11    -21.92   
2019-08-12            1          1    1900.44                0         0   
2019-09-25           -1          0          0          1991.65     91.21   
2019-10-15            1          1    1992.21                0         0   
2019-11-05           -1          0          0          2008.99     16.78   
2019-11-29            1          1    1904.89                0         0   
2019-12-04           -1          0          0          1894.64    -10.25   
2019-12-05            1          1       1929                0         0   
2020-01-21           -1          0          0             2006        77   
2020-02-13            1          1       1944                0         0   
2020-02-25           -1          0          0             1803      -141   
2020-04-08            1          1    1382.65                0         0   
2020-04-23           -1          0          0          1354.05     -28.6   
2020-04-29            1          1    1487.83                0         0   
2020-05-07           -1          0          0          1392.26    -95.57   
2020-05-08            1          1    1416.69                0         0   
2020-05-13           -1          0          0          1379.34    -37.35   
2020-05-19            1          1    1556.29                0         0   
2020-06-12           -1          0          0          1653.57     97.28   

           cash_onhand position_value total_position accumu_return  
date                                                                
2019-01-18    -1747.02        1760.26          13.24         13.24  
2019-03-01      -38.82              0         -38.82        -38.82  
2019-03-21    -1804.62        1774.36         -30.26        -30.26  
2019-03-25      -90.61              0         -90.61        -90.61  
2019-03-27    -1859.59        1752.11        -107.48       -107.48  
2019-03-28       -99.6              0          -99.6         -99.6  
2019-04-03    -1878.07        1774.93        -103.14       -103.14  
2019-05-03       -61.9              0          -61.9         -61.9  
2019-06-06    -1827.91        1754.86         -73.05        -73.05  
2019-07-18       33.92              0          33.92         33.92  
2019-07-19    -1862.11        1882.09          19.98         19.98  
2019-08-02          12              0             12            12  
2019-08-12    -1888.44        1916.89          28.45         28.45  
2019-09-25      103.21              0         103.21        103.21  
2019-10-15       -1889        2016.39         127.39        127.39  
2019-11-05      119.99              0         119.99        119.99  
2019-11-29     -1784.9        1904.03         119.13        119.13  
2019-12-04      109.74              0         109.74        109.74  
2019-12-05    -1819.26        1904.22          84.96         84.96  
2020-01-21      186.74              0         186.74        186.74  
2020-02-13    -1757.26        1959.94         202.68        202.68  
2020-02-25       45.74              0          45.74         45.74  
2020-04-08    -1336.91        1372.06          35.15         35.15  
2020-04-23       17.14              0          17.14         17.14  
2020-04-29    -1470.69        1520.53          49.84         49.84  
2020-05-07      -78.43              0         -78.43        -78.43  
2020-05-08    -1495.12        1430.83         -64.29        -64.29  
2020-05-13     -115.78              0        -115.78       -115.78  
2020-05-19    -1672.07        1547.56        -124.51       -124.51  
2020-06-12       -18.5              0          -18.5         -18.5  
In [20]:
# Display the entry and exit signals for the top model
print('The trading signal changes from the top model %s:' % (top_model))
print(model_collection[top_model][model_collection[top_model].signal_change != 0])
The trading signal changes from the top model EMA_001_SlowMA_10_FastMA_05:
            open_price  close_price      fast_ma      slow_ma  ma_change  \
date                                                                       
2019-01-17     1681.73      1724.51  1698.177482  1695.526150   2.651332   
2019-02-28     1754.00      1697.04  1837.781139  1866.682948 -28.901809   
2019-03-20     1766.78      1774.43  1760.751611  1758.999554   1.752056   
2019-03-22     1754.04      1721.59  1750.721827  1754.482842  -3.761015   
2019-03-26     1761.20      1768.87  1757.141923  1756.787357   0.354566   
2019-03-27     1768.98      1752.11  1755.464615  1755.936929  -0.472313   
2019-04-02     1766.03      1763.55  1754.808196  1753.775457   1.032738   
2019-05-02     1824.66      1808.00  1837.500013  1842.778845  -5.278832   
2019-06-05     1755.75      1765.00  1719.748369  1718.262751   1.485618   
2019-07-17     1887.75      1867.74  1878.385727  1878.429741  -0.044014   
2019-07-18     1861.83      1885.91  1880.893818  1879.789788   1.104030   
2019-08-01     1885.47      1879.86  1900.248039  1903.080193  -2.832155   
2019-08-09     1926.54      1917.69  1882.501296  1876.722095   5.779200   
2019-09-24     2012.82      1990.64  2020.845268  2025.317076  -4.471807   
2019-10-14     1964.52      1988.75  1971.269067  1969.762887   1.506180   
2019-11-04     2042.00      2007.68  2030.480653  2031.528674  -1.048021   
2019-11-27     1893.00      1906.45  1888.982124  1886.626078   2.356046   
2019-12-03     1865.39      1879.98  1887.201370  1887.210782  -0.009412   
2019-12-04     1894.64      1921.53  1898.644247  1893.450640   5.193607   
2020-01-17     2060.00      2054.69  2062.275286  2062.726258  -0.450973   
2020-02-12     1923.95      1960.36  1924.072116  1920.383765   3.688351   
2020-02-24     1830.93      1792.54  1900.010119  1920.736442 -20.726323   
2020-04-07     1412.01      1376.37  1324.083823  1314.980346   9.103477   
2020-04-22     1365.01      1355.00  1383.015777  1386.062103  -3.046326   
2020-04-28     1434.20      1439.32  1400.950030  1392.833253   8.116777   
2020-05-06     1397.46      1378.91  1408.927204  1414.080972  -5.153768   
2020-05-07     1392.26      1443.91  1420.588136  1419.504432   1.083705   
2020-05-12     1401.09      1385.92  1408.418707  1413.511518  -5.092811   
2020-05-18     1430.00      1557.43  1444.710732  1426.836814  17.873918   
2020-06-11     1655.85      1588.37  1703.095553  1703.129644  -0.034090   

            trade_signal  signal_change  entry_exit  
date                                                 
2019-01-17           1.0            1.0         0.0  
2019-02-28           0.0           -1.0         0.0  
2019-03-20           1.0            1.0         0.0  
2019-03-22           0.0           -1.0         0.0  
2019-03-26           1.0            1.0         0.0  
2019-03-27           0.0           -1.0         1.0  
2019-04-02           1.0            1.0         0.0  
2019-05-02           0.0           -1.0         0.0  
2019-06-05           1.0            1.0         0.0  
2019-07-17           0.0           -1.0         0.0  
2019-07-18           1.0            1.0        -1.0  
2019-08-01           0.0           -1.0         0.0  
2019-08-09           1.0            1.0         0.0  
2019-09-24           0.0           -1.0         0.0  
2019-10-14           1.0            1.0         0.0  
2019-11-04           0.0           -1.0         0.0  
2019-11-27           1.0            1.0         0.0  
2019-12-03           0.0           -1.0         0.0  
2019-12-04           1.0            1.0        -1.0  
2020-01-17           0.0           -1.0         0.0  
2020-02-12           1.0            1.0         0.0  
2020-02-24           0.0           -1.0         0.0  
2020-04-07           1.0            1.0         0.0  
2020-04-22           0.0           -1.0         0.0  
2020-04-28           1.0            1.0         0.0  
2020-05-06           0.0           -1.0         0.0  
2020-05-07           1.0            1.0        -1.0  
2020-05-12           0.0           -1.0         0.0  
2020-05-18           1.0            1.0         0.0  
2020-06-11           0.0           -1.0         0.0  
In [21]:
graph_data = model_collection[top_model].copy()
title_string = "Exponential Moving Average Crossover Model for " + top_model
fig = plt.figure(figsize=(16,9))
ylabel = stock_symbol + ' price in $'
ax1 = fig.add_subplot(111, ylabel=ylabel, title=title_string)
graph_data['fast_ma'].plot(ax=ax1, color='b', lw=2.)
graph_data['slow_ma'].plot(ax=ax1, color='r', lw=2.)
graph_data['close_price'].plot(ax=ax1, color='g')
ax1.plot(graph_data.loc[graph_data.entry_exit == 1].index, graph_data.close_price[graph_data.entry_exit == 1], '^', markersize=7, color='k',label='buy')
ax1.plot(graph_data.loc[graph_data.entry_exit == -1].index, graph_data.close_price[graph_data.entry_exit == -1], 'v', markersize=7, color='k',label='sell')
plt.legend(loc='upper left')
plt.show()

Task 5. Evaluate Performance

In [22]:
best_model = ''
best_return = 0
for key in portfolio_collection:
    if portfolio_collection[key]['accumu_return'][-1] > best_return:
        best_model = key
        best_return = portfolio_collection[best_model]['accumu_return'][-1]
print('The best model found is:', best_model)
print('The best profit/loss for the investing period is: $%.2f' % (best_return))
if initial_capital != 0:
    print('The best return percentage for initial capital is: %.2f%%' % (best_return / initial_capital * 100))
The best model found is: 
The best profit/loss for the investing period is: $0.00
In [23]:
worst_model = None
worst_return = 0
for key in portfolio_collection:
    if portfolio_collection[key]['accumu_return'][-1] < worst_return:
        worst_model = key
        worst_return = portfolio_collection[worst_model]['accumu_return'][-1]
print('The worst model found is:', worst_model)
print('The worst profit/loss for the investing period is: $%.2f' % (worst_return))
if initial_capital != 0:
    print('The worst return percentage for the initial capital is: %.2f%%' % (worst_return / initial_capital * 100))
The worst model found is: EMA_030_SlowMA_50_FastMA_20
The worst profit/loss for the investing period is: $-486.40
In [24]:
# Calculate the stock's performance for a long-only model
model_template = model_template[model_start_date:model_end_date]
print('The performance of the long-only model from day one is: $%.2f' %(model_template.iloc[-1]['close_price'] - model_template.iloc[0]['open_price']))
The performance of the long-only model from day one is: $-32.46
In [25]:
print ('Total time for the script:',(datetime.now() - startTimeScript))
Total time for the script: 0:01:42.348216